Simt Sampp Semi Variance
| SPIIX Fund | | | USD 99.49 -1.38 -1.37% |
Observed values used to calculate the Semi Variance technical indicator for Simt Sampp 500. Coverage may vary across instruments due to feed availability.
Simt Sampp 500 has current Semi Variance of 0.4365. 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) |
| = | 0.4365 | |
| 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
Simt Sampp 500 is rated
below average in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
21.17 of Maximum Drawdown per Semi Variance. At
21.17 , Simt Sampp 500'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 Simt Sampp to Peers
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