Gmo International Semi Deviation
| IOVFX Fund | | | 18.46 0.01 0.05% |
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 Gmo International's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 1.01 places Gmo International at moderate price variability. This places Gmo International within the typical volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 1.01 | |
Semi Deviation Peers Comparison
Gmo International's Semi Deviation of 1.01 falls above the 0.9 peer average. Values range from 0.7832 (Rems Real Estate) to 1.07 (Nuveen Real Estate), with tight clustering across the group. Gmo International 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 Gmo International 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.
Gmo International's Maximum Drawdown of
3.96 runs about
3.91 times its Semi Deviation of
1.01 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Gmo International.
Methodology, Assumptions & Data Sources
Gmo International has a current Semi Deviation reading of 1.01. This Semi Deviation reading for Gmo International 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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