SMALL COMPANY Semi Variance
| FOSCX Fund | | | USD 28.57 0.10 0.35% |
Reference data associated with the Semi Variance technical indicator for Small Pany Fund. Some instruments may provide partial coverage depending on trading history.
Small Pany Fund has current Semi Variance of 0.8117. 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) |
| = | 0.8117 | |
| 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
Small Pany Fund is rated
below average in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
13.70 of Maximum Drawdown per Semi Variance. At
13.70 , Small Pany 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.
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