NUVEEN REAL Semi Deviation

FREAX Fund  USD 15.11  -0.08  -0.53%   
NUVEEN REAL semi deviation lookup summarizes this and related technical indicators for Nuveen Real Estate. Coverage varies by data normalization and availability; see Equity Screeners for broader screening context. Use Investing Opportunities to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in Nuveen Real Estate within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in nation.
  
Nuveen Real Estate has current Semi Deviation of 0.5388. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.

Semi Deviation

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SQRT(SV)

 = 
0.5388
SQRT = Square root notation
SV =   NUVEEN REAL semi variance of returns over selected period

NUVEEN REAL Semi Deviation Peers Comparison

NUVEEN Semi Deviation Relative To Other Indicators

Nuveen Real Estate is rated below average in semi deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 9.41 of Maximum Drawdown per Semi Deviation. At 9.41 , Nuveen Real Estate's Maximum Drawdown-to-Semi Deviation multiple reflects the spread between these metrics
Semi-deviation is the square root of semi-variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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