Ab Select Semi Variance
| ASCLX Fund | | | USD 12.00 0.03 0.25% |
This module presents the Semi Variance indicator for Ab Select Longshort using available market inputs. The
Equity Screeners framework provides wider technical analysis context.
Trending Equities provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. A position in Ab Select Longshort is indicated here. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
Ab Select Longshort has current Semi Variance of 0. 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 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
Semi Variance Relative To Other Indicators
Ab Select Longshort is rated
below average in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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.
Compare Ab Select to Peers
Other Technical Indicators