IShares 1 Semi Variance
| CBH Etf | | | CAD 17.91 0.04 0.22% |
This module presents the Semi Variance indicator for iShares 1 10Yr Laddered using available market inputs. This dataset is part of a broader indicator framework including
Equity Screeners. Use
Trending Equities to better understand diversified portfolio construction. This view summarizes available data without implying outcomes. iShares 1 10Yr Laddered can be tracked within a custom portfolio for ongoing monitoring. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence iShares 1 10Yr Laddered's etf valuation — related indicators include
signals in inflation.
iShares 1 10Yr Laddered has current Semi Variance of 0.036. 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) |
| = | 0.036 | |
| 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
iShares 1 10Yr Laddered lands at
#4 in semi variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
27.87 in Maximum Drawdown for each unit of Semi Variance. The spread between Maximum Drawdown and Semi Variance for iShares 1 10Yr Laddered sits at
27.87 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 IShares 1 to Peers
Other Technical Indicators