GOLDMAN SACHS Semi Deviation
| GCISX Fund | | | USD 19.59 0.21 1.08% |
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
GOLDMAN SACHS's Semi Deviation of 1.3 reflects moderate price variability. This places GOLDMAN SACHS within the typical volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 1.3 | |
Semi Deviation Peers Comparison
The peer group averages 0.76 for Semi Deviation, with GOLDMAN SACHS at 1.3 falling above that level. Readings span 0.1877 (Georgia Tax Free Bond) to 1.27 (Victory Rs International). 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
6.17 runs about
4.73 times its Semi Deviation of
1.30 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for GOLDMAN SACHS.
Methodology, Assumptions & Data Sources
GOLDMAN SACHS has a current Semi Deviation reading of 1.3. GOLDMAN SACHS'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. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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