Vanguard Index Semi Deviation

VIVIX -- USA Fund  

USD 46.00  0.53  1.14%

Vanguard Index semi-deviation technical analysis lookup allows you to check this and other technical indicators for Vanguard Index Trust Vanguard V 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
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Vanguard Index Trust Vanguard V has current Semi Deviation of 0.8493. 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) 
 = 
0.8493
SQRT =   Square root notation
SV =   Vanguard Index semi variance of returns over selected period

Semi Deviation Comparison

Vanguard Index Trust Vanguard V is rated third in semi deviation among similar funds. It is rated second in maximum drawdown among similar funds reporting about  5.56  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Vanguard Index Trust Vanguard V is roughly  5.56 
Semideviation 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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