Innovator SAMPP Semi Variance
| BAPR Etf | | | USD 48.05 -0.36 -0.74% |
The Semi Variance profile for Innovator SAMPP 500 is based on historical price and volume observations. Related screening structures are referenced through
Equity Screeners.
Trending Equities provides context for diversified portfolio design. Portfolio balance depends on how holdings are weighted relative to each other. The allocation includes a position in Innovator SAMPP 500. It is distributed across the allocation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as various price indices.
Innovator SAMPP 500 has current Semi Variance of 0.0811. 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) |
| = | 0.0811 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
Semi Variance Relative To Other Indicators
Innovator SAMPP 500 outranks all peers for semi variance among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly
15.32 against Semi Variance. Maximum Drawdown runs about
15.32 times Semi Variance for Innovator SAMPP 500
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.
Compare Innovator SAMPP to Peers
Other Technical Indicators