Intal High Semi Variance
| DIHRX Fund | | | USD 16.66 0.37 2.27% |
Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level. Below is Intal High's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
At 1.27, Intal High exhibits moderate price variability in Semi Variance. This places Intal High within the typical volatility range for Mutual Fund Funds.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 1.27 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
Among sector peers, Intal High's Semi Variance of 1.27 is above the 1.22 group average. The range runs from 0.0346 (California High Yield Municipal) to 2.77 (Emerging Markets Fund). Intal High has exhibited greater price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for Intal High and its peers. Each point represents one equity — position along the horizontal axis shows Semi Variance 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.
Intal High's Maximum Drawdown of
5.63 runs about
4.42 times its Semi Variance of
1.27 . This indicates Maximum Drawdown is significantly higher than Semi Variance for Intal High.
Methodology, Assumptions & Data Sources
Intal High has a current Semi Variance reading of 1.27. Semi Variance for Intal High is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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