Fidelity International Semi Variance
| FDEV Etf | | | USD 36.19 -0.02 -0.06% |
Fidelity International semi variance lookup summarizes this and related technical indicators for Fidelity International Multifactor. Coverage depends on data availability and normalization;
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Fidelity International Multifactor has current Semi Variance of 0.4893. 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) |
| = | 0.4893 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Fidelity International Semi Variance Peers Comparison
Fidelity Semi Variance Relative To Other Indicators
Fidelity International Multifactor is rated
below average. in semi variance as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
7.59 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Fidelity International Multifactor is roughly
7.59 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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