BRANDES EMERGING Semi Deviation
| BEMIX Fund | | | USD 14.76 -0.06 -0.40% |
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 BRANDES EMERGING's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
A Semi Deviation of 1.35 for BRANDES EMERGING signals moderate price variability. This places BRANDES EMERGING within the typical volatility range for Brandes Funds.
Semi Deviation | = | SQRT(SV) |
| = | 1.35 | |
Semi Deviation Peers Comparison
Among sector peers, BRANDES EMERGING's Semi Deviation of 1.35 is above the 1.08 group average. The range runs from 0.4755 (Transamerica Strategic High) to 1.36 (Brown Advisory ). BRANDES EMERGING has exhibited greater 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 Brandes Emerging 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.
BRANDES EMERGING's Maximum Drawdown of
7.11 runs about
5.28 times its Semi Deviation of
1.35 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for BRANDES EMERGING.
Methodology, Assumptions & Data Sources
BRANDES EMERGING's Semi Deviation currently stands at 1.35. BRANDES EMERGING'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. BRANDES EMERGING operates in the diversified emerging mkts 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.
Other Technical Indicators