WORLD GROWTH Semi Deviation
| USAWX Fund | | | USD 34.33 -0.27 -0.78% |
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 WORLD GROWTH's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 0.8714, WORLD GROWTH's Semi Deviation indicates low price variability. This places WORLD GROWTH at the lower end of the volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0.8714 | |
Semi Deviation Peers Comparison
Among sector peers, WORLD GROWTH's Semi Deviation of 0.8714 is above the 0.0 group average. The range runs from 0.1889 (Wells Fargo Disciplined) to 1.4 (Royce Opportunity Fund). WORLD GROWTH 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 World Growth 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.
WORLD GROWTH's Maximum Drawdown of
4.18 runs about
4.79 times its Semi Deviation of
0.87 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for WORLD GROWTH.
Methodology, Assumptions & Data Sources
WORLD GROWTH has a current Semi Deviation reading of 0.8714. This Semi Deviation reading for WORLD GROWTH results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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