Vanguard Total Semi Variance
| VTI ETF | | | USD 356.92 -0.07 -0.02% |
Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level. Below is Vanguard Total's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
At 0.6962, Vanguard Total exhibits low price variability in Semi Variance. This places Vanguard Total at the lower end of the volatility range for ETF.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0.6962 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
Among sector peers, Vanguard Total's Semi Variance of 0.6962 is below the 0.96 group average. The range runs from 0.4248 (Vanguard Value Index) to 1.69 (Vanguard FTSE Developed). Vanguard Total has exhibited less price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for Vanguard Total and its peers. Each point represents one equity — position along the horizontal axis shows Semi Variance 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.
At
0.70 for Semi Variance and
3.83 for Maximum Drawdown, Vanguard Total's cross-indicator ratio sits almost
5.51 . This indicates Maximum Drawdown substantially exceeds Semi Variance for Vanguard Total.
Methodology, Assumptions & Data Sources
Vanguard Total has a current Semi Variance reading of 0.6962. Vanguard Total's Semi Variance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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