Duff Semi Variance
| DPG Fund | | | USD 14.22 0.05 0.35% |
This technical indicator view for Semi Variance organizes signals for Duff And Phelps and comparable instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Duff has a market cap of 572.92 M. See
Investing Opportunities for portfolio-level analysis. This suggests a position in Duff And Phelps across the allocation. Also, note that the market value of any fund could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Duff And Phelps has current Semi Variance of 0.1518. 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) |
| = | 0.1518 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Duff Semi Variance Peers Comparison
Duff Semi Variance Relative To Other Indicators
Duff And Phelps is rated
below average. in semi variance among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
19.21 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Duff And Phelps is roughly
19.21 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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