Measure returns falling below a minimum acceptable return.
It makes the prices, cash flows, rates, time periods, weights, and model conventions explicit so you can inspect an entered scenario without hidden live-market assumptions.
Capital and cash flowstime and rate→entered modelScenario resultChanging one assumption changes the model—not the marketDownside deviation = √[Σmin(return−target,0)² ÷ n].
Read the estimate correctly
Use the result within its boundaries
Returns of 5%, −3%, and 1% against a 0% target use one −3% shortfall across three observations and produce approximately 1.732%.
Results use only visitor-entered observations. They are descriptive calculations, not forecasts, trading signals, risk guarantees, or investment recommendations.
Quick guide
How to use this calculator
Enter observations in chronological or paired order exactly as the row help specifies.
Keep all return periods, currencies, weights, and value units consistent.
Review the sample, population, quantile, or compounding convention before interpreting the result.
Entered fixed decimals are parsed exactly. Statistical square roots and geometric averages are marked approximate and reject undefined or non-finite cases.
Worked example
Worked example
Returns of 5%, −3%, and 1% against a 0% target use one −3% shortfall across three observations and produce approximately 1.732%.
Lists accept 1–2,000 rows. Each fixed decimal accepts at most 30 digits and 12 decimal places and is capped at an absolute value of 1e12. Formula-specific positive, weight, and probability domains are enforced.
International scope
No currency, exchange, benchmark, security, observation frequency, market-data source, or regulatory risk convention is selected automatically.
Decision boundary
Historical and scenario statistics do not predict returns, measure every risk, cap losses, or recommend an investment.
Calculator-specific assumptions
Results use only visitor-entered observations. They are descriptive calculations, not forecasts, trading signals, risk guarantees, or investment recommendations.
