VANGUARD TARGET Semi Variance
| VTWNX Fund | | | USD 27.13 -0.30 -1.09% |
The Semi Variance profile for Vanguard Target Retirement is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. Diversification context is available through
World Market Map. Diversification context helps frame allocation across holdings. The portfolio reflects a holding in Vanguard Target Retirement. The weighting is visible within the allocation breakdown. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
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)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 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