DIVERSIFIED BOND Semi Deviation
| CDBCX Fund | | | USD 9.19 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 DIVERSIFIED BOND's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 0.24 places DIVERSIFIED BOND at low price variability. This places DIVERSIFIED BOND at the lower end of the volatility range for American Century Investments Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0.24 | |
Semi Deviation Peers Comparison
DIVERSIFIED BOND's Semi Deviation of 0.24 falls below the 1.08 peer average. Values range from 0.6369 (T Rowe Price) to 1.57 (Guidemark Large Cap), with moderate dispersion across the group. DIVERSIFIED BOND 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 Diversified Bond 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.
DIVERSIFIED BOND's Maximum Drawdown of
1.20 runs about
4.99 times its Semi Deviation of
0.24 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for DIVERSIFIED BOND.
Methodology, Assumptions & Data Sources
The current Semi Deviation for DIVERSIFIED BOND is 0.24. The Semi Deviation for DIVERSIFIED BOND is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. DIVERSIFIED BOND operates in the intermediate core bond sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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