MFS MID Semi Deviation
| MVCKX Fund | | | USD 33.38 -0.38 -1.13% |
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 MFS MID's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
A Semi Deviation of 0.8988 for MFS MID signals low price variability. This places MFS MID at the lower end of the volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0.8988 | |
Semi Deviation Peers Comparison
Among sector peers, MFS MID's Semi Deviation of 0.8988 is above the 0.89 group average. The range runs from 0.4258 (Vanguard Lifestrategy Servative) to 1.25 (Fidelity Advisor Growth). MFS MID 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 Mfs Mid 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.
MFS MID's Maximum Drawdown of
4.28 runs about
4.76 times its Semi Deviation of
0.90 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for MFS MID.
Methodology, Assumptions & Data Sources
MFS MID's Semi Deviation currently stands at 0.8988. The Semi Deviation for MFS MID is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
Other Technical Indicators