MFS Active Semi Variance
| MFSI Etf | | | 30.32 0.12 0.40% |
Observed values used to calculate the Semi Variance technical indicator for MFS Active International. Availability may differ across exchanges, markets, and reporting intervals.
MFS Active International has current Semi Variance of 1.16. 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) |
| = | 1.16 | |
| 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
MFS Active International places
second for semi variance across ETF peers. It is currently under evaluation for maximum drawdown across ETF peers recording roughly
4.81 in Maximum Drawdown for every unit of Semi Variance. Maximum Drawdown outpaces Semi Variance by
4.81 times for MFS Active International
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 MFS Active to Peers
Other Technical Indicators