Aberdeen Standard Semi Variance
| ASGI Fund | | | USD 22.97 -0.11 -0.48% |
Aberdeen Standard semi variance lookup summarizes this and related technical indicators for Aberdeen Standard Global. Coverage depends on data availability and normalization;
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Aberdeen Standard Global has current Semi Variance of 2.71. 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) |
| = | 2.71 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Aberdeen Standard Semi Variance Peers Comparison
Aberdeen Semi Variance Relative To Other Indicators
Aberdeen Standard Global claims the number one ranking for semi variance relative to fund peers. It is currently under evaluation for maximum drawdown relative to fund peers recording roughly
3.16 in Maximum Drawdown for every unit of Semi Variance. Maximum Drawdown outpaces Semi Variance by
3.16 times for Aberdeen Standard Global
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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