| GURPX Fund | | | USD 33.82 0.38 1.11% |
Guggenheim Risk semi-deviation technical analysis lookup allows you to check this and other technical indicators for Guggenheim Risk Managed 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
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Guggenheim Risk Managed has current Semi Deviation of 0.5993. 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) |
| = | 0.5993 | |
Guggenheim Risk Semi Deviation Peers Comparison
Guggenheim Semi Deviation Relative To Other Indicators
Guggenheim Risk Managed is one of the top funds in semi deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
5.56 of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Guggenheim Risk Managed is roughly
5.56 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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