OMNI SMALL-CAP Semi Deviation
| BOSVX Fund | | | USD 21.61 0.08 0.37% |
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 OMNI SMALL-CAP's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
OMNI SMALL-CAP's Semi Deviation of 1.06 reflects moderate price variability. This places OMNI SMALL-CAP within the typical volatility range for Bridgeway Funds.
Semi Deviation | = | SQRT(SV) |
| = | 1.06 | |
Semi Deviation Peers Comparison
The peer group averages 0.98 for Semi Deviation, with OMNI SMALL-CAP at 1.06 falling above that level. Readings span 0.0567 (Westcore Orado Tax Exempt) to 2.16 (Electronics Fund Class). OMNI SMALL-CAP 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 Omni Small 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.
OMNI SMALL-CAP's Maximum Drawdown of
5.45 runs about
5.14 times its Semi Deviation of
1.06 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for OMNI SMALL-CAP.
Methodology, Assumptions & Data Sources
The current Semi Deviation for OMNI SMALL-CAP is 1.06. This Semi Deviation reading for OMNI SMALL-CAP results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. OMNI SMALL-CAP operates in the small value sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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