Goldman Sachs Semi Deviation
| GCGIX Fund | | | USD 37.17 0.58 1.59% |
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 Goldman Sachs's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The Semi Deviation of 1.07 for Goldman Sachs indicates moderate price variability. This places Goldman Sachs within the typical volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 1.07 | |
Semi Deviation Peers Comparison
Relative to peers, Goldman Sachs's Semi Deviation is above the group average of 0.0. Peer readings range from 0.2341 (BlackRock Diversified Fixed) to 1.2 (Harbor Diversified International), reflecting tight clustering across the sector. Goldman Sachs has exhibited greater 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 Goldman Sachs 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.
Goldman Sachs's Maximum Drawdown of
5.14 runs about
4.81 times its Semi Deviation of
1.07 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Goldman Sachs.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Goldman Sachs is 1.07. The Semi Deviation for Goldman Sachs is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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