Vanguard Target Semi Deviation
| VTTVX Fund | | | USD 21.02 0.23 1.11% |
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 Target's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 0.4521, Vanguard Target's Semi Deviation indicates low price variability. This places Vanguard Target at the lower end of the volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0.4521 | |
Semi Deviation Peers Comparison
Among sector peers, Vanguard Target's Semi Deviation of 0.4521 is below the 0.67 group average. The range runs from 0.3541 (Vanguard Target Retirement) to 0.9178 (Vanguard Primecap Fund). Vanguard Target 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 Target 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 Target's Maximum Drawdown of
2.38 runs about
5.27 times its Semi Deviation of
0.45 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Vanguard Target.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Vanguard Target is 0.4521. This Semi Deviation reading for Vanguard Target results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Vanguard Target operates in the target risk funds 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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