CALVERT GLOBAL Semi Deviation
| CAEIX Fund | | | USD 16.76 0.24 1.45% |
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 CALVERT GLOBAL's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
CALVERT GLOBAL's Semi Deviation of 1.1 reflects moderate price variability. This places CALVERT GLOBAL within the typical volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 1.1 | |
Semi Deviation Peers Comparison
The peer group averages 1.29 for Semi Deviation, with CALVERT GLOBAL at 1.1 falling below that level. Readings span 0.5297 (Walden Asset Management) to 1.84 (Needham Growth Fund). CALVERT GLOBAL 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 Calvert Global 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.
CALVERT GLOBAL's Maximum Drawdown of
6.64 runs about
6.06 times its Semi Deviation of
1.10 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for CALVERT GLOBAL.
Methodology, Assumptions & Data Sources
The current Semi Deviation for CALVERT GLOBAL is 1.1. The Semi Deviation for CALVERT GLOBAL applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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