Westwood Short Semi Deviation

WSDAX Fund  USD 10.22  0.06  0.59%   
Westwood Short semi-deviation technical analysis lookup allows you to check this and other technical indicators for Westwood Short Duration or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Westwood Short Duration has current Semi Deviation of 0.125. 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.

Semi Deviation

=

SQRT(SV)

 = 
0.125
SQRT = Square root notation
SV =   Westwood Short semi variance of returns over selected period

Westwood Short Semi Deviation Peers Comparison

Westwood Semi Deviation Relative To Other Indicators

Westwood Short Duration is rated below average in semi deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  10.41  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Westwood Short Duration is roughly  10.41 
Semi-deviation is the square root of semi-variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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