FIDELITY ASSET Semi Variance

FEYAX Fund  USD 29.82  0.27  0.91%   
Technical inputs supporting the Semi Variance indicator for Fidelity Asset Manager are shown here. Cross-instrument Semi Variance comparisons are available via Equity Screeners. Investing Opportunities provides a view into diversified allocation design. Diversification context is built from the relationships between portfolio holdings. Fidelity Asset Manager can be added to a watchlist or portfolio for position tracking. Position allocation is driven by the portfolio construction model in use. Broader economic conditions can influence Fidelity Asset Manager's mutual fund valuation — related indicators include signals in nation.
Fidelity Asset Manager has current Semi Variance of 0.7921. 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)2

N(ZERO)

 = 
0.7921
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

Fidelity Asset Manager is rated below average in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 5.23 of Maximum Drawdown per Semi Variance. At 5.23 , Fidelity Asset Manager'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 FIDELITY ASSET to Peers

Other Technical Indicators