Neuberger Berman Semi Variance
| NSTAX Fund | | | USD 10.17 -0.04 -0.39% |
Neuberger Berman semi variance lookup summarizes this and related technical indicators for Neuberger Berman Strategic. Coverage varies by data normalization and availability; see
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Correlation Analysis to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in Neuberger Berman Strategic 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
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Neuberger Berman Strategic has current Semi Variance of 0.0182. 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) |
| = | 0.0182 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Neuberger Berman Semi Variance Peers Comparison
Neuberger Semi Variance Relative To Other Indicators
Neuberger Berman Strategic is rated
third in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
43.33 of Maximum Drawdown per Semi Variance. At
43.33 , Neuberger Berman Strategic'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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