GROWTH FUND Semi Deviation
| RGABX Fund | | | USD 72.40 0.12 0.17% |
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 GROWTH FUND's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
GROWTH FUND's Semi Deviation of 1.15 reflects moderate price variability. This places GROWTH FUND within the typical volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 1.15 | |
Semi Deviation Peers Comparison
The peer group averages 0.98 for Semi Deviation, with GROWTH FUND at 1.15 falling above that level. Readings span 0.5783 (American Balanced) to 1.16 (Growth Fund Of). GROWTH FUND 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 Growth Fund 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.
GROWTH FUND's Maximum Drawdown of
4.86 runs about
4.21 times its Semi Deviation of
1.15 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for GROWTH FUND.
Methodology, Assumptions & Data Sources
The current Semi Deviation for GROWTH FUND is 1.15. The Semi Deviation for GROWTH FUND is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. 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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