Alpha Blue Semi Variance
| ABCS Etf | | | 30.12 0.02 0.07% |
Alpha Blue semi variance lookup summarizes this and related technical indicators for Alpha Blue Capital. Some instruments may have limited coverage due to data differences;
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Alpha Blue Capital has current Semi Variance of 0.6642. 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) |
| = | 0.6642 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Alpha Blue Semi Variance Peers Comparison
Alpha Semi Variance Relative To Other Indicators
Alpha Blue Capital is rated
fifth among etfs in semi variance as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
5.79 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Alpha Blue Capital is roughly
5.79 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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