| FTYCX Fund | | | USD 51.08 0.59 1.17% |
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Fuller Thaler Behavioral has current Semi Variance of 0.4636. 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.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0.4636 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Fuller Thaler Semi Variance Peers Comparison
Fuller Semi Variance Relative To Other Indicators
Fuller Thaler Behavioral is rated
# 3 fund in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
13.39 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Fuller Thaler Behavioral is roughly
13.39 Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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