VANGUARD CALIFORNIA Semi Variance
| VCADX Fund | | | USD 11.48 -0.07 -0.61% |
This dataset for Vanguard California Intermediate Term reflects inputs used in the Semi Variance calculation. Data availability for the calculation period determines indicator completeness. Portfolio design and allocation context appear in
World Market Map. The view supports a broader understanding of portfolio structure. This reflects a position in Vanguard California Intermediate Term. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in median.
Vanguard California Intermediate Term has current Semi Variance of 0.0188. 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) |
| = | 0.0188 | |
| 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
Vanguard California Intermediate Term is rated
third in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
41.08 of Maximum Drawdown per Semi Variance. At
41.08 , Vanguard California Intermediate Term'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 VANGUARD CALIFORNIA to Peers
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