MSCome Fund Semi Variance
| MSIF Stock | | | 12.77 -0.23 -1.77% |
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 MSCome Fund's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
At 2.41, MSCome Fund exhibits moderate price variability in Semi Variance. This places MSCome Fund within the typical volatility range for Stock.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 2.41 | |
| 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
Among sector peers, MSCome Fund's Semi Variance of 2.41 is below the 2.49 group average. The range runs from 0.7766 (General American Investors) to 6.23 (NewtekOne). MSCome Fund has exhibited less price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for MSCome Fund 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.
MSCome Fund records a Semi Variance of
2.41 and a Maximum Drawdown of
7.55 , yielding roughly
3.13 units of Maximum Drawdown per Semi Variance. This indicates Maximum Drawdown is significantly higher than Semi Variance for MSCome Fund.
Methodology, Assumptions & Data Sources
MSCome Fund's Semi Variance currently stands at 2.41. The Semi Variance for MSCome Fund is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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