VANGUARD INFLATION-PROTEC Semi Deviation
| VIPIX Fund | | | USD 9.45 0.03 0.32% |
Reference data associated with the Semi Deviation technical indicator for Vanguard Inflation Protected Securities. Indicator values reflect available price and volume data where applicable.
Vanguard Inflation Protected Securities has current Semi Deviation of 0.0538. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.
Semi Deviation | = | SQRT(SV) |
| = | 0.0538 | |
VANGUARD INFLATION-PROTEC Semi Deviation Peers Comparison
VANGUARD Semi Deviation Relative To Other Indicators
Vanguard Inflation Protected Securities is rated
below average in semi deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
13.84 of Maximum Drawdown per Semi Deviation. At
13.84 , Vanguard Inflation Protected Securities's Maximum Drawdown-to-Semi Deviation multiple reflects the spread between these metrics
Semi-deviation is the square root of semi-variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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