MSCome Fund Semi Deviation
| MSIF Stock | | | 13.00 -0.31 -2.33% |
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 MSCome Fund's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
With Semi Deviation at 1.55, MSCome Fund shows moderate price variability. This places MSCome Fund within the typical volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 1.55 | |
Semi Deviation Peers Comparison
Among sector peers, MSCome Fund's Semi Deviation of 1.55 is above the 1.48 group average. The range runs from 0.8813 (General American Investors) to 2.5 (NewtekOne). MSCome Fund 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 MSCome Fund 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.
MSCome Fund records a Semi Deviation of
1.55 and a Maximum Drawdown of
7.55 , yielding roughly
4.86 units of Maximum Drawdown per Semi Deviation. This indicates Maximum Drawdown is significantly higher than Semi Deviation for MSCome Fund.
Methodology, Assumptions & Data Sources
MSCome Fund's Semi Deviation currently stands at 1.55. MSCome Fund's Semi Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. 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 stock metric is provided for analytical reference.
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