RiskSemiVariance

Description

RiskSemiVariance (cellref or output/input name, lower_data, Sim#) returns the lower or upper semivariance of the simulated distribution for cellref. The lower semivariance is similar to the variance, but for all data points >= the mean zeroes are accumulated instead of the squared deviations. In the upper semivariance, zeroes are accumulated instead of squared deviations <= the mean. The sum of the two semivariances equals the variance.

Examples

RiskSemiVariance (A10) returns the semi variance of the simulated distribution for cell A10.

Guidelines

lower_data of TRUE specifies that the data <= the mean is used (the default), FALSE that the data >= the mean is used.

and

where n is the number of iterations, and IF(condition) has the value 1 if condition is true and 0 if it is false.