VANGUARD TARGET Semi Variance

VTTHX Fund  USD 26.81  -0.42  -1.54%   
The Semi Variance indicator for VANGUARD TARGET is constructed from normalized market data. All inputs reflect available trading data across supported markets. World Market Map provides context for diversified portfolio design. Portfolio balance depends on how holdings are weighted relative to each other. Tracking Vanguard Target Retirement in a portfolio provides context for performance attribution. This information is provided for contextual purposes. Broader economic conditions can influence Vanguard Target Retirement's mutual fund valuation — related indicators include signals in rate.
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

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