Mondrian International Semi Variance
| MPIEX Fund | | | USD 17.48 0.27 1.57% |
The Semi Variance signal for Mondrian International Value reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals.
Correlation Analysis provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. Portfolio analysis tools can evaluate how Mondrian International Value fits within a broader allocation. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Mondrian International Value's mutual fund valuation — related indicators include
signals in median.
Mondrian International Value has current Semi Variance of 0.9963. 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) |
| = | 0.9963 | |
| 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
Mondrian International Value is rated
fifth in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
6.20 of Maximum Drawdown per Semi Variance. At
6.20 , Mondrian International Value'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 Mondrian International to Peers
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