GOLDMAN SACHS Semi Variance
| GCSUX Fund | | | USD 29.80 -0.63 -2.07% |
The Semi Variance lookup presents technical context for Goldman Sachs Small and related instruments. Some instruments may have limited coverage due to data differences;
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Goldman Sachs Small has current Semi Variance of 1.14. 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) |
| = | 1.14 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
GOLDMAN SACHS Semi Variance Peers Comparison
GOLDMAN Semi Variance Relative To Other Indicators
Goldman Sachs Small is rated
second in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
12.60 of Maximum Drawdown per Semi Variance. At
12.60 , Goldman Sachs Small'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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