SMALL CAP Semi Deviation
| VCSLX Fund | | | USD 19.05 -0.32 -1.65% |
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 SMALL CAP's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The Semi Deviation of 1.24 for SMALL CAP indicates moderate price variability. This places SMALL CAP within the typical volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 1.24 | |
Semi Deviation Peers Comparison
Relative to peers, SMALL CAP's Semi Deviation is above the group average of 0.86. Peer readings range from 0.8046 (American Century Global) to 0.9583 (Fidelity Advisor Real), reflecting tight clustering across the sector. SMALL CAP 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 Small Cap 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.
SMALL CAP's Maximum Drawdown of
5.90 runs about
4.77 times its Semi Deviation of
1.24 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for SMALL CAP.
Methodology, Assumptions & Data Sources
The current Semi Deviation for SMALL CAP is 1.24. This Semi Deviation reading for SMALL CAP results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. SMALL CAP operates in the small blend funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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