STATE STREET Semi Variance
| SSCKX Fund | | | USD 15.22 -0.10 -0.65% |
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State Street Target has current Semi Variance of 0.2209. 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) |
| = | 0.2209 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
STATE STREET Semi Variance Peers Comparison
STATE Semi Variance Relative To Other Indicators
State Street Target is rated
below average in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
24.95 of Maximum Drawdown per Semi Variance. At
24.95 , State Street Target'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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