ICON EQUITY Semi Variance
| IOEZX Fund | | | USD 19.38 0.21 1.10% |
Historical market data for Icon Equity Income forms the basis of the Semi Variance indicator shown here. The indicator computation uses normalized market activity data. Review
Risk vs Return Analysis for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. Tracking Icon Equity Income in a portfolio provides context for performance attribution. This information is provided for contextual purposes. Broader economic conditions can influence Icon Equity Income's mutual fund valuation — related indicators include
signals in nation.
Icon Equity Income has current Semi Variance of 0.3439. 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) |
| = | 0.3439 | |
| 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
Icon Equity Income is rated
fifth in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
11.30 of Maximum Drawdown per Semi Variance. At
11.30 , Icon Equity Income'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 ICON EQUITY to Peers
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