Jpmorgan Large Semi Deviation

HLQVX Fund  USD 22.60  0.33  1.44%   
Jpmorgan Large semi-deviation technical analysis lookup allows you to check this and other technical indicators for Jpmorgan Large Cap or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Jpmorgan Large Cap has current Semi Deviation of 0.2946. 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.

Semi Deviation

=

SQRT(SV)

 = 
0.2946
SQRT = Square root notation
SV =   Jpmorgan Large semi variance of returns over selected period

Jpmorgan Large Semi Deviation Peers Comparison

Jpmorgan Semi Deviation Relative To Other Indicators

Jpmorgan Large Cap is rated # 5 fund in semi deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  15.10  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Jpmorgan Large Cap is roughly  15.10 
Semi-deviation is the square root of semi-variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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