Aberdeen Small Semi Deviation
| GSXIX Fund | | | USD 51.63 0.82 1.61% |
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 Aberdeen Small's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
A Semi Deviation of 1.29 for Aberdeen Small signals moderate price variability. This places Aberdeen Small within the typical volatility range for Aberdeen Funds.
Semi Deviation | = | SQRT(SV) |
| = | 1.29 | |
Semi Deviation Peers Comparison
Among sector peers, Aberdeen Small's Semi Deviation of 1.29 is above the 1.14 group average. The range runs from 0.7656 (Northern Large Cap) to 1.68 (Emerging Markets Fund). Aberdeen Small 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 Aberdeen Small 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.
Aberdeen Small's Maximum Drawdown of
4.68 runs about
3.64 times its Semi Deviation of
1.29 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Aberdeen Small.
Methodology, Assumptions & Data Sources
Aberdeen Small has a current Semi Deviation reading of 1.29. The Semi Deviation for Aberdeen Small is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Aberdeen Small operates in the small blend sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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