| IICAX Fund | | | USD 12.33 0.04 0.32% |
Large Cap semi-deviation technical analysis lookup allows you to check this and other technical indicators for Large Cap Equity 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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Large Cap Equity has current Semi Deviation of 0.6017. 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) |
| = | 0.6017 | |
Large Cap Semi Deviation Peers Comparison
Large Semi Deviation Relative To Other Indicators
Large Cap Equity is rated
second overall fund in semi deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
4.44 of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Large Cap Equity is roughly
4.44 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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