GREAT-WEST LOOMIS Semi Deviation
| MXLSX Fund | | | USD 45.85 0.18 0.39% |
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 GREAT-WEST LOOMIS's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
GREAT-WEST LOOMIS's Semi Deviation of 0.9909 reflects low price variability. This places GREAT-WEST LOOMIS at the lower end of the volatility range for Great-West Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0.9909 | |
Semi Deviation Peers Comparison
The peer group averages 0.0 for Semi Deviation, with GREAT-WEST LOOMIS at 0.9909 falling above that level. Readings span 0.0865 (Massmutual Premier Short Duration) to 0.214 (Thrivent Municipal Bond). GREAT-WEST LOOMIS 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 Great West 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.
GREAT-WEST LOOMIS's Maximum Drawdown of
5.07 runs about
5.12 times its Semi Deviation of
0.99 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for GREAT-WEST LOOMIS.
Methodology, Assumptions & Data Sources
GREAT-WEST LOOMIS has a current Semi Deviation reading of 0.9909. The Semi Deviation for GREAT-WEST LOOMIS applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. GREAT-WEST LOOMIS operates in the small value sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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