Calvert Us Semi Variance
| CSXCX Fund | | | USD 49.59 -0.77 -1.53% |
Calvert Us semi variance lookup summarizes this and related technical indicators for Calvert Large Cap. Some instruments may have limited coverage due to data differences;
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Calvert Large Cap has current Semi Variance of 0.5264. 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) |
| = | 0.5264 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Calvert Us Semi Variance Peers Comparison
Calvert Semi Variance Relative To Other Indicators
Calvert Large Cap is rated
fourth among mutual funds in semi variance among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
14.19 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Calvert Large Cap is roughly
14.19 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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