American Mutual Semi Deviation
| AMFCX Fund | | | USD 59.88 -0.15 -0.25% |
Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level. Below is American Mutual's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
American Mutual has a Semi Deviation of 0.6655, indicating low price variability. This places American Mutual at the lower end of the volatility range for Capital Group Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0.6655 | |
Semi Deviation Peers Comparison
The peer group averages 0.77 for Semi Deviation, with American Mutual at 0.6655 falling below that level. Readings span 0.506 (Vanguard Target Retirement) to 1.11 (First Eagle Global). American Mutual has exhibited less price dispersion than the peer average over the measured period.
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for American Mutual and its peers. Each point represents one equity — position along the horizontal axis shows Semi Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
American Mutual's Maximum Drawdown of
3.37 runs about
5.07 times its Semi Deviation of
0.67 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for American Mutual.
Methodology, Assumptions & Data Sources
American Mutual has a current Semi Deviation reading of 0.6655. This Semi Deviation reading for American Mutual results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. American Mutual operates in the large value sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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