Federated Mdt Semi Deviation
| QASGX Fund | | | USD 33.94 0.45 1.34% |
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 Federated Mdt's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 1.43, Federated Mdt's Semi Deviation indicates moderate price variability. This places Federated Mdt within the typical volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 1.43 | |
Semi Deviation Peers Comparison
Among sector peers, Federated Mdt's Semi Deviation of 1.43 is above the 0.94 group average. The range runs from 0.4929 (T Rowe Price) to 1.49 (T Rowe Price). Federated Mdt 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 Federated Mdt 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.
Federated Mdt's Maximum Drawdown of
6.74 runs about
4.70 times its Semi Deviation of
1.43 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Federated Mdt.
Methodology, Assumptions & Data Sources
Federated Mdt's Semi Deviation currently stands at 1.43. Federated Mdt'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. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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