Ivy Core Semi Variance
| WCEAX Fund | | | USD 16.65 -0.28 -1.65% |
Ivy Core semi variance lookup summarizes this and related technical indicators for Ivy E Equity. Coverage varies by data normalization and availability; see
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Ivy E Equity has current Semi Variance of 0.4402. 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) |
| = | 0.4402 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Ivy Core Semi Variance Peers Comparison
Ivy Semi Variance Relative To Other Indicators
Ivy E Equity is evaluated as
fourth in Semi Variance in semi variance among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
39.04 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Ivy E Equity is roughly
39.04 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.
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