Vanguard Target Semi Variance

VTIVX Fund  USD 33.92  -0.60  -1.74%   
Observed values used in the Semi Variance indicator for Vanguard Target Retirement are included in this dataset. For broader technical screening across instruments, see Equity Screeners. World Market Map provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. Including Vanguard Target Retirement in a portfolio enables allocation and risk analysis. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence Vanguard Target Retirement's mutual fund valuation — related indicators include signals in private.
Vanguard Target Retirement has current Semi Variance of 0. 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)2

N(ZERO)

 = 
0
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 Target Retirement is rated below average in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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 Target to Peers

Other Technical Indicators