Davis Opportunity Semi Variance
| RPEAX Fund | | | USD 39.76 -0.16 -0.40% |
Davis Opportunity semi variance lookup summarizes this and related technical indicators for Davis Opportunity. Coverage varies by data normalization and availability; see
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Davis Opportunity has current Semi Variance of 0.5172. 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) |
| = | 0.5172 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Davis Opportunity Semi Variance Peers Comparison
Davis Semi Variance Relative To Other Indicators
Davis Opportunity is rated
below average. in semi variance among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
30.93 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Davis Opportunity is roughly
30.93 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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