T ROWE Semi Deviation
| PRSVX Fund | | | USD 58.74 -0.21 -0.36% |
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 registers a Semi Deviation of 1.1, reflecting moderate price variability. This places T ROWE within the typical volatility range for T. Rowe Price Funds.
Semi Deviation | = | SQRT(SV) |
| = | 1.1 | |
Semi Deviation Peers Comparison
T ROWE falls above the 0.97 peer average for Semi Deviation. T Rowe Price leads at 1.41 while Columbia Balanced Fund registers the lowest at 0.5041. 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
4.01 runs about
3.64 times its Semi Deviation of
1.10 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for T ROWE.
Methodology, Assumptions & Data Sources
T ROWE has a current Semi Deviation reading of 1.1. The Semi Deviation for T ROWE is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. T ROWE operates in the small blend 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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