Altegris Futures Semi Variance

EVOAX Fund  USD 6.89  0.01  0.15%   
Altegris Futures semi-variance technical analysis lookup allows you to check this and other technical indicators for Altegris Futures Evolution 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
  
Altegris Futures Evolution has current Semi Variance of 0. 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)2

N(ZERO)

 = 
0
SUM = Summation notation
RET DEV = Actual return deviation over selected period
N(ZERO) = Number of points with returns less than zero

Altegris Futures Semi Variance Peers Comparison

0.132700.62050.64860.6658100%

Altegris Semi Variance Relative To Other Indicators

Altegris Futures Evolution is rated below average in semi variance among similar funds. It is rated # 4 fund in maximum drawdown among similar funds .
JavaScript chart by amCharts 3.21.15RAAIXRAACXRAAAXEVOAX 01234 00.10.20.30.40.50.60.70.8
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.
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