Jpmorgan Value Semi Deviation

JVAIX Fund  USD 43.09  0.14  0.32%   
Jpmorgan Value semi-deviation technical analysis lookup allows you to check this and other technical indicators for Jpmorgan Value Advantage 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
  
Jpmorgan Value Advantage has current Semi Deviation of 0.3603. 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)

 = 
0.3603
SQRT = Square root notation
SV =   Jpmorgan Value semi variance of returns over selected period

Jpmorgan Value Semi Deviation Peers Comparison

Jpmorgan Semi Deviation Relative To Other Indicators

Jpmorgan Value Advantage is rated third overall fund in semi deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  12.21  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Jpmorgan Value Advantage is roughly  12.21 
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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