T ROWE Semi Deviation
| PAMCX Fund | | | USD 91.83 -0.56 -0.61% |
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 T ROWE's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
T ROWE has a Semi Deviation of 0.962, indicating low price variability. This places T ROWE at the lower end of the volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0.962 | |
Semi Deviation Peers Comparison
The peer group averages 0.78 for Semi Deviation, with T ROWE at 0.962 falling above that level. Readings span 0.4493 (American Funds 2025) to 0.9997 (Harbor Capital Appreciation). T ROWE 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 T Rowe 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.
T ROWE's Maximum Drawdown of
4.06 runs about
4.22 times its Semi Deviation of
0.96 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for T ROWE.
Methodology, Assumptions & Data Sources
T ROWE's Semi Deviation currently stands at 0.962. T ROWE'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. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. T ROWE operates in the mid cap growth funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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