INCOME GROWTH Semi Deviation
| AMGIX Fund | | | USD 41.86 -0.09 -0.21% |
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 INCOME GROWTH's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
INCOME GROWTH carries a Semi Deviation of 0.7564, consistent with low price variability. This places INCOME GROWTH at the lower end of the volatility range for American Century Investments Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0.7564 | |
Semi Deviation Peers Comparison
INCOME GROWTH falls below the 1.01 peer average for Semi Deviation. Goldman Sachs Emerging leads at 1.51 while T Rowe Price registers the lowest at 0.5415. INCOME GROWTH 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 Income Growth 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.
INCOME GROWTH's Maximum Drawdown of
3.41 runs about
4.50 times its Semi Deviation of
0.76 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for INCOME GROWTH.
Methodology, Assumptions & Data Sources
INCOME GROWTH has a current Semi Deviation reading of 0.7564. INCOME GROWTH's Semi Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. INCOME GROWTH operates in the large value sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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