CREDIT SUISSE Semi Variance

CSHIX Fund  USD 6.02  0.01  0.17%   
This dataset for Credit Suisse Floating reflects inputs used in the Semi Variance calculation. Extended technical indicator views are accessible through Equity Screeners. Review Trending Equities to understand diversified portfolio construction. All values are presented as reference data. Credit Suisse Floating can be added to a watchlist or portfolio for position tracking. This information is provided for contextual purposes. Broader economic conditions can influence Credit Suisse Floating's mutual fund valuation — related indicators include signals in gross domestic product.
Credit Suisse Floating has current Semi Variance of 0.0072. 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)2

N(ZERO)

 = 
0.0072
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

Credit Suisse Floating is rated below average in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 138.58 of Maximum Drawdown per Semi Variance. At 138.58 , Credit Suisse Floating'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. Compare CREDIT SUISSE to Peers

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