Glg Intl Semi Variance
| GLVIX Fund | | | USD 78.09 -0.50 -0.64% |
The Semi Variance technical lookup provides context for Glg Intl Small and related instruments. Data availability can vary by region and feed;
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Glg Intl 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 |
Glg Intl Semi Variance Peers Comparison
Glg Semi Variance Relative To Other Indicators
Glg Intl Small is rated
fourth in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
16.12 of Maximum Drawdown per Semi Variance. At
16.12 , Glg Intl 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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