Victory Integrity Semi Variance
| MMMSX Fund | | | USD 22.65 -0.02 -0.09% |
The Semi Variance lookup presents technical context for Victory Integrity Smallmid Cap and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Correlation Analysis provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Victory Integrity Smallmid Cap within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
Victory Integrity Smallmid Cap has current Semi Variance of 0.7922. 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) |
| = | 0.7922 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Victory Integrity Semi Variance Peers Comparison
Victory Semi Variance Relative To Other Indicators
Victory Integrity Smallmid Cap ranks first in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
6.10 of Maximum Drawdown per Semi Variance. At
6.10 , Victory Integrity Smallmid Cap'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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