Vanguard Total Semi Variance
| VTSAX Fund | | | USD 158.26 0.95 0.60% |
This dataset for Vanguard Total Stock reflects inputs used in the Semi Variance calculation. All values reflect available price and volume data across reporting intervals. Portfolio design and allocation context appear in
World Market Map. Portfolio balance depends on how holdings are weighted relative to each other. Tracking Vanguard Total Stock in a portfolio helps measure its contribution to overall performance. Allocation tools help determine appropriate position sizing. Broader economic conditions can influence Vanguard Total Stock's mutual fund valuation — related indicators include
signals in nation.
Vanguard Total Stock 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)2N(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 Total Stock 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 Total to Peers
Other Technical Indicators