US SMALL Semi Deviation
| RLESX Fund | | | USD 29.46 -0.33 -1.11% |
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 US SMALL's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 1.18, US SMALL's Semi Deviation indicates moderate price variability. This places US SMALL within the typical volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 1.18 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for Us Small 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.
US SMALL's Maximum Drawdown of
5.22 runs about
4.42 times its Semi Deviation of
1.18 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for US SMALL.
Methodology, Assumptions & Data Sources
The current Semi Deviation for US SMALL is 1.18. US SMALL'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. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators