CREDIT SUISSE Semi Deviation
| CSQAX Fund | | | USD 8.68 -0.05 -0.57% |
Reference data associated with the Semi Deviation technical indicator for Credit Suisse Multialternative. Indicator inputs depend on available historical price observations.
Credit Suisse Multialternative has current Semi Deviation of 0.6046. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.
Semi Deviation | = | SQRT(SV) |
| = | 0.6046 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
Credit Suisse Multialternative is rated
second in semi deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
5.25 of Maximum Drawdown per Semi Deviation. At
5.25 , Credit Suisse Multialternative's Maximum Drawdown-to-Semi Deviation multiple reflects the spread between these metrics
Semi-deviation is the square root of semi-variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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