Parnassus Endeavor Semi Deviation
| PFPWX Fund | | | USD 60.90 0.65 1.08% |
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 Parnassus Endeavor's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 0.7971, Parnassus Endeavor exhibits low price variability in Semi Deviation. This places Parnassus Endeavor at the lower end of the volatility range for Parnassus Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0.7971 | |
Semi Deviation Peers Comparison
Relative to peers, Parnassus Endeavor's Semi Deviation is below the group average of 0.81. Peer readings range from 0.6181 (T Rowe Price) to 1.32 (T Rowe Price), reflecting moderate dispersion across the sector. Parnassus Endeavor has exhibited less 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 Parnassus Endeavor 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.
Parnassus Endeavor's Maximum Drawdown of
3.82 runs about
4.80 times its Semi Deviation of
0.80 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Parnassus Endeavor.
Methodology, Assumptions & Data Sources
Parnassus Endeavor's Semi Deviation currently stands at 0.7971. The Semi Deviation for Parnassus Endeavor applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Parnassus Endeavor operates in the large value sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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