Dimensional International Semi Variance
| DFIC Etf | | | USD 35.27 -0.47 -1.32% |
The Semi Variance technical lookup provides context for Dimensional International Core and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Investing Opportunities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Dimensional International Core within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Dimensional International Core has current Semi Variance of 1.01. 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) |
| = | 1.01 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Dimensional International Semi Variance Peers Comparison
Dimensional Semi Variance Relative To Other Indicators
Dimensional International Core is rated
below average for semi variance among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs with a Maximum Drawdown-to-Semi Variance ratio near
5.14 . The Maximum Drawdown to Semi Variance ratio for Dimensional International Core comes in at
5.14 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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