PRUDENTIAL QMA Semi Variance
| SPVZX Fund | | | USD 28.22 -0.44 -1.54% |
PRUDENTIAL QMA semi variance lookup summarizes this and related technical indicators for Prudential Qma Mid Cap. Coverage varies by data normalization and availability; see
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Prudential Qma Mid Cap has current Semi Variance of 0.6391. 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) |
| = | 0.6391 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
PRUDENTIAL QMA Semi Variance Peers Comparison
PRUDENTIAL Semi Variance Relative To Other Indicators
Prudential Qma Mid Cap is rated
fourth in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
6.47 of Maximum Drawdown per Semi Variance. At
6.47 , Prudential Qma Mid 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.
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