Vanguard Limited Semi Deviation
| VMLTX Fund | | | USD 10.98 -0.01 -0.09% |
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 Limited's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
With Semi Deviation at 0.0534, Vanguard Limited shows low price variability. This places Vanguard Limited at the lower end of the volatility range for Vanguard Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0.0534 | |
Semi Deviation Peers Comparison
Vanguard Limited's Semi Deviation of 0.0534 falls below the 0.54 peer average. Values range from 0.1321 (Vanguard Inflation Protected Securities) to 1.17 (Vanguard Mid Cap Growth), with wide dispersion across the group. Vanguard Limited has exhibited less 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 Limited 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 Limited's Maximum Drawdown of
0.64 runs about
11.91 times its Semi Deviation of
0.05 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Vanguard Limited.
Methodology, Assumptions & Data Sources
Vanguard Limited has a current Semi Deviation reading of 0.0534. Semi Deviation for Vanguard Limited is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Vanguard Limited operates in the muni national short sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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