Mercer Non Semi Deviation
| MNCEX Fund | | | USD 12.75 0.08 0.62% |
Mercer Non semi-deviation technical analysis lookup allows you to check this and other technical indicators for Mercer Non US Core 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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Mercer Non US Core has current Semi Deviation of 0.1001. 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) |
| = | 0.1001 | |
Mercer Non Semi Deviation Peers Comparison
Mercer Semi Deviation Relative To Other Indicators
Mercer Non US Core is rated
below average in semi deviation among similar funds. It is regarded
fifth largest fund in maximum drawdown among similar funds reporting about
33.63 of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Mercer Non US Core is roughly
33.63 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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