GLOBAL STOCK Semi Variance
| DGLAX Fund | | | USD 16.09 0.21 1.32% |
Reference data associated with the Semi Variance technical indicator for Global Stock Fund. Indicator inputs depend on available historical price observations.
Global Stock Fund has current Semi Variance of 0.0431. 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) |
| = | 0.0431 | |
| 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
Global Stock Fund is rated
fourth in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
936.93 of Maximum Drawdown per Semi Variance. At
936.94 , Global Stock Fund'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 GLOBAL STOCK to Peers
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