SENTINEL INTERNATIONAL Semi Variance
| SWRLX Fund | | | USD 21.62 0.20 0.93% |
Observed values used to calculate the Semi Variance technical indicator for Sentinel International Equity. Indicator values reflect available price and volume data where applicable.
Sentinel International Equity has current Semi Variance of 0.9638. 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) |
| = | 0.9638 | |
| 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
Sentinel International Equity is rated
fourth in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
6.49 of Maximum Drawdown per Semi Variance. At
6.49 , Sentinel International Equity'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 SENTINEL INTERNATIONAL to Peers
Other Technical Indicators