INVESCO SMALL Semi Deviation
| VSCAX Fund | | | USD 27.22 -0.20 -0.73% |
Observed values used to calculate the Semi Deviation technical indicator for Invesco Small Cap. Some instruments may provide partial coverage depending on trading history.
Invesco Small Cap has current Semi Deviation of 1.37. 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) |
| = | 1.37 | |
INVESCO SMALL Semi Deviation Peers Comparison
INVESCO Semi Deviation Relative To Other Indicators
Invesco Small Cap is rated
below average in semi deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
10.58 of Maximum Drawdown per Semi Deviation. At
10.58 , Invesco Small Cap'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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