GOLDMAN SACHS Semi Variance
| GCISX Fund | | | USD 19.38 -0.25 -1.27% |
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 GOLDMAN SACHS's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
The current Semi Variance of 0 places GOLDMAN SACHS at low price variability. This places GOLDMAN SACHS at the lower end of the volatility range for Mutual Fund Funds.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0 | |
| 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
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for Goldman Sachs 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.
Compare GOLDMAN SACHS to PeersMethodology, Assumptions & Data Sources
The current Semi Variance for GOLDMAN SACHS is 0. This Semi Variance reading for GOLDMAN SACHS results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. 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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