IVY SCIENCE Semi Variance
| ISTIX Fund | | | USD 84.77 -0.35 -0.41% |
The Semi Variance signal for Ivy Science And reflects patterns observed in trading data. Availability can differ across markets, exchanges, and instruments.
Risk vs Return Analysis frames the approach to diversified portfolio design. The information is presented without directional commentary. Adding Ivy Science And to a portfolio enables side-by-side comparison with other holdings. All values are based on available data and provided as reference information. Broader economic conditions can influence Ivy Science And's mutual fund valuation — related indicators include
signals in gross domestic product.
Ivy Science And has current Semi Variance of 2.84. 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) |
| = | 2.84 | |
| 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
Ivy Science And ranks first in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
2.53 of Maximum Drawdown per Semi Variance. At
2.53 , Ivy Science And'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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