VANGUARD EXPLORER Semi Deviation
| VEVFX Fund | | | USD 46.79 0.06 0.13% |
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 VANGUARD EXPLORER's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
VANGUARD EXPLORER registers a Semi Deviation of 1.09, reflecting moderate price variability. This places VANGUARD EXPLORER within the typical volatility range for Vanguard Funds.
Semi Deviation | = | SQRT(SV) |
| = | 1.09 | |
Semi Deviation Peers Comparison
VANGUARD EXPLORER falls above the 0.88 peer average for Semi Deviation. Aberdeen Total Dynamic leads at 1.37 while Schwab Target 2030 registers the lowest at 0.5802. VANGUARD EXPLORER 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 Vanguard Explorer 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.
VANGUARD EXPLORER's Maximum Drawdown of
5.02 runs about
4.60 times its Semi Deviation of
1.09 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for VANGUARD EXPLORER.
Methodology, Assumptions & Data Sources
VANGUARD EXPLORER's Semi Deviation currently stands at 1.09. This Semi Deviation reading for VANGUARD EXPLORER 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. VANGUARD EXPLORER operates in the small value sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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