VANGUARD LIMITED Semi Deviation
| VMLUX Fund | | | USD 10.96 -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
VANGUARD LIMITED's Semi Deviation of 0 reflects low price variability. This places VANGUARD LIMITED 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 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.
Compare VANGUARD LIMITED to PeersMethodology, Assumptions & Data Sources
VANGUARD LIMITED has a current Semi Deviation reading of 0. The Semi Deviation for VANGUARD LIMITED is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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