DREYFUS INTERNATIONAL Semi Deviation
| DIISX Fund | | | USD 25.78 -0.26 -1.00% |
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 DREYFUS INTERNATIONAL's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 1.16, DREYFUS INTERNATIONAL exhibits moderate price variability in Semi Deviation. This places DREYFUS INTERNATIONAL within the typical volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 1.16 | |
Semi Deviation Peers Comparison
Relative to peers, DREYFUS INTERNATIONAL's Semi Deviation is below the group average of 1.17. Peer readings range from 0.7548 (Northern Large Cap) to 1.73 (Emerging Markets Fund), reflecting moderate dispersion across the sector. DREYFUS INTERNATIONAL 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 Dreyfus International 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.
DREYFUS INTERNATIONAL's Maximum Drawdown of
6.46 runs about
5.57 times its Semi Deviation of
1.16 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for DREYFUS INTERNATIONAL.
Methodology, Assumptions & Data Sources
DREYFUS INTERNATIONAL has a current Semi Deviation reading of 1.16. DREYFUS INTERNATIONAL'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. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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