| SIEYX Fund | | | USD 11.71 0.10 0.85% |
International Equity semi-variance technical analysis lookup allows you to check this and other technical indicators for International Equity Portfolio 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
International Equity Portfolio has current Semi Variance of 0.4788. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0.4788 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
International Equity Semi Variance Peers Comparison
International Semi Variance Relative To Other Indicators
International Equity Portfolio is rated
second largest fund in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
8.89 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for International Equity Portfolio is roughly
8.89 Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.