SIIT SMALL Semi Variance
The Semi Variance profile for Siit Small Cap is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods.
World Market Map frames the approach to diversified portfolio design. Allocation structure reflects how positions are distributed across the portfolio. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Siit Small Cap has current Semi Variance of 0. 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 | |
| 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
Siit Small Cap is rated
below average in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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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