Applied Finance Semi Variance
| AFDZX Fund | | | USD 23.20 -0.08 -0.34% |
Applied Finance semi variance lookup summarizes this and related technical indicators for Applied Finance Explorer. Coverage varies by data normalization and availability; see
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Applied Finance Explorer has current Semi Variance of 0.7579. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0.7579 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Applied Finance Semi Variance Peers Comparison
Applied Semi Variance Relative To Other Indicators
Applied Finance Explorer ranks first in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
6.81 of Maximum Drawdown per Semi Variance. At
6.81 , Applied Finance Explorer's Maximum Drawdown-to-Semi Variance multiple reflects the spread between these metrics
Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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