State Street Semi Deviation
| SSBWX Fund | | | USD 14.86 0.01 0.07% |
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 State Street's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
State Street has a Semi Deviation of 0.485, indicating low price variability. This places State Street at the lower end of the volatility range for State Street Investment Management Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0.485 | |
Semi Deviation Peers Comparison
The peer group averages 0.44 for Semi Deviation, with State Street at 0.485 falling above that level. Readings span 0.3809 (State Street Target) to 0.5035 (State Street Target). State Street 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 State Street 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.
State Street's Maximum Drawdown of
2.78 runs about
5.73 times its Semi Deviation of
0.49 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for State Street.
Methodology, Assumptions & Data Sources
The current Semi Deviation for State Street is 0.485. State Street'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. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. State Street operates in the target-date 2030 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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