Saat Tax Semi Deviation
| SISAX Fund | | | USD 29.32 0.10 0.34% |
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 Saat Tax's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Saat Tax's Semi Deviation of 0.6914 reflects low price variability. This places Saat Tax at the lower end of the volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0.6914 | |
Semi Deviation Peers Comparison
The peer group averages 0.62 for Semi Deviation, with Saat Tax at 0.6914 falling above that level. Readings span 0.1505 (High Yield Fund Investor) to 0.9836 (Tcw Relative Value). Saat Tax 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 Saat Tax 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.
Saat Tax's Maximum Drawdown of
3.44 runs about
4.98 times its Semi Deviation of
0.69 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Saat Tax.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Saat Tax is 0.6914. Semi Deviation for Saat Tax is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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