Vanguard FTSE Semi Variance
| VFEM Etf | | | EUR 66.33 0.70 1.07% |
Observed values used to calculate the Semi Variance technical indicator for Vanguard FTSE Emerging. Values may reflect normalized price or volume observations.
Vanguard FTSE Emerging has current Semi Variance of 0.7625. 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) |
| = | 0.7625 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Vanguard FTSE Semi Variance Peers Comparison
Vanguard Semi Variance Relative To Other Indicators
Vanguard FTSE Emerging maintains a
third standing in semi variance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
6.51 of Maximum Drawdown per Semi Variance. For Vanguard FTSE Emerging, Maximum Drawdown stands at
6.51 times Semi Variance
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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