Middlefield Equity Semi Variance
| ACZ Etf | | | CAD 22.67 0.37 1.66% |
Middlefield Equity semi variance lookup summarizes this and related technical indicators for Middlefield Equity Dividend. Coverage varies by data normalization and availability; see
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Middlefield Equity Dividend has current Semi Variance of 0.4088. 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) |
| = | 0.4088 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Middlefield Equity Semi Variance Peers Comparison
Middlefield Semi Variance Relative To Other Indicators
Middlefield Equity Dividend is rated
below average in semi variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
18.80 in Maximum Drawdown for each unit of Semi Variance. The spread between Maximum Drawdown and Semi Variance for Middlefield Equity Dividend sits at
18.80 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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