QS US Semi Variance

Key Indicators . Semi Variance . Mutual Funds USA . 
Fund . Qs Small Capitalization
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 QS US's current Semi Variance with peer comparisons and related risk metrics.

Current Semi Variance Value

QS US carries a Semi Variance of 0, consistent with low price variability. This places QS US at the lower end of the volatility range for Mutual Fund Funds.

Semi Variance

 = 

SUM(RET DEV)2

N(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 Qs Small 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.

Methodology, Assumptions & Data Sources

QS US's Semi Variance currently stands at 0. QS US's Semi Variance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other 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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