risk_portfolio

Semi-Variance

Semi-variance is a downside risk measure that only accounts for returns below a chosen threshold (often the mean or a target return) and computes the average squared shortfall from that threshold.

Example: In evaluating two funds, an analyst calculates semi-variance using a 0% target return. The fund with more frequent negative shortfalls yields a higher semi-variance, indicating greater downside risk under that threshold, while ignoring months with positive gains.

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