Vanguard Growth Semi Deviation
| VUG ETF | | | USD 86.84 0.79 0.92% |
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 Growth's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Vanguard Growth's Semi Deviation of 1.05 reflects moderate price variability. This places Vanguard Growth within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.05 | |
Semi Deviation Peers Comparison
The peer group averages 0.95 for Semi Deviation, with Vanguard Growth at 1.05 falling above that level. Readings span 0.6618 (Vanguard Value Index) to 1.26 (Vanguard FTSE Developed). Vanguard Growth has exhibited greater 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 Growth 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 Growth records a Semi Deviation of
1.05 and a Maximum Drawdown of
5.18 , yielding roughly
4.93 units of Maximum Drawdown per Semi Deviation. This indicates Maximum Drawdown is significantly higher than Semi Deviation for Vanguard Growth.
Methodology, Assumptions & Data Sources
Vanguard Growth's Semi Deviation currently stands at 1.05. Semi Deviation for Vanguard Growth is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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