SIMT TAX-MANAGED Semi Variance
| STMPX Fund | | | USD 23.92 0.13 0.55% |
Observed values used to calculate the Semi Variance technical indicator for Simt Tax Managed Smallmid. Coverage may vary depending on data feeds and normalization methods.
Simt Tax Managed Smallmid has current Semi Variance of 1.02. 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) |
| = | 1.02 | |
| 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 Tax Managed Smallmid is rated
second in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
5.52 of Maximum Drawdown per Semi Variance. At
5.52 , Simt Tax Managed Smallmid'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 TAX-MANAGED to Peers
Other Technical Indicators