CI 1 Semi Variance
| BXF Etf | | | CAD 10.20 -0.01 -0.1% |
Observed values used in the Semi Variance indicator for CI 1 5 Year are included in this dataset. The information is based on observed market data across timeframes. Data coverage may vary across sources and reporting intervals. Comparable indicator datasets are structured within
Equity Screeners. Portfolio design and allocation context appear in
Trending Equities. The view supports a broader understanding of portfolio structure. This suggests a position in CI 1 5 Year. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
CI 1 5 Year has current Semi Variance of 0.0178. 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) |
| = | 0.0178 | |
| 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
CI 1 5 Year lands at
#4 in semi variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
49.32 in Maximum Drawdown for each unit of Semi Variance. The spread between Maximum Drawdown and Semi Variance for CI 1 5 Year sits at
49.32 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 CI 1 to Peers
Other Technical Indicators