VANGUARD LONG-TERM Semi Deviation
| VLGSX Fund | | | USD 18.42 -0.08 -0.43% |
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 LONG-TERM's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
VANGUARD LONG-TERM carries a Semi Deviation of 0, consistent with low price variability. This places VANGUARD LONG-TERM at the lower end of the volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for Vanguard Long 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.
Compare VANGUARD LONG-TERM to PeersMethodology, Assumptions & Data Sources
VANGUARD LONG-TERM has a current Semi Deviation reading of 0. VANGUARD LONG-TERM'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. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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