Barings Active Semi Deviation

BXDCX Fund  USD 9.36  0.01  0.11%   
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 Barings Active's current Semi Deviation with peer comparisons and related risk metrics.

Current Semi Deviation Value

Barings Active has a Semi Deviation of 0, indicating low price variability. This places Barings Active at the lower end of the volatility range for Mutual Fund Funds.

Semi Deviation

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SQRT(SV)

 = 
0
SQRT = Square root notation
SV =   Barings Active semi variance of returns over selected period

Semi Deviation Peers Comparison

Semi Deviation Relative To Other Indicators

The chart below plots Semi Deviation against Maximum Drawdown for Barings Active 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.
Compare Barings Active to Peers

Methodology, Assumptions & Data Sources

Barings Active's Semi Deviation currently stands at 0. Barings Active'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. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.

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