AB SMALL Semi Variance
| SCYVX Fund | | | USD 15.30 0.14 0.92% |
Historical market data for Ab Small Cap forms the basis of the Semi Variance indicator shown here. Coverage may vary depending on data availability and normalization methods.
World Market Map frames the approach to diversified portfolio design. All metrics are derived from available inputs and shown for reference. Ab Small Cap can be included in a portfolio to evaluate diversification impact. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence Ab Small Cap's mutual fund valuation — related indicators include
signals in persons.
Ab Small Cap has current Semi Variance of 0.9236. 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) |
| = | 0.9236 | |
| 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
Ab Small Cap is rated
second in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
5.74 of Maximum Drawdown per Semi Variance. At
5.74 , Ab Small 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.
Compare AB SMALL to Peers
Other Technical Indicators