QS MODERATE Semi Variance
| SCGCX Fund | | | USD 17.78 -0.26 -1.44% |
QS MODERATE semi variance lookup summarizes this and related technical indicators for Qs Moderate Growth. Some instruments may have limited coverage due to data differences;
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Qs Moderate Growth has current Semi Variance of 0.3938. 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) |
| = | 0.3938 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
QS MODERATE Semi Variance Peers Comparison
SCGCX Semi Variance Relative To Other Indicators
Qs Moderate Growth is rated
below average in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
11.79 of Maximum Drawdown per Semi Variance. At
11.79 , Qs Moderate Growth'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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