| VBCVX Fund | | | USD 15.89 0.02 0.13% |
Broad Cap semi-deviation technical analysis lookup allows you to check this and other technical indicators for Broad Cap Value 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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Broad Cap Value has current Semi Deviation of 0.2084. 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) |
| = | 0.2084 | |
Broad Cap Semi Deviation Peers Comparison
Broad Semi Deviation Relative To Other Indicators
Broad Cap Value is rated
below average in semi deviation among similar funds. It is rated
below average in maximum drawdown among similar funds reporting about
17.30 of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Broad Cap Value is roughly
17.30 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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