Amundi MSCI Downside Deviation
| CHIP ETF | | | 87.77 -2.73 -3.02% |
This dataset for Amundi MSCI Semiconductors reflects inputs used in the Downside Deviation calculation. All values reflect available price and volume data across reporting intervals. Review
Trending Equities to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. Portfolio analysis tools can evaluate how Amundi MSCI Semiconductors fits within a broader allocation. All figures are based on reported data and are informational in nature. Broader economic conditions can influence Amundi MSCI Semiconductors's ETF valuation — related indicators include
signals in state.
Amundi MSCI Semiconductors has current Downside Deviation of 2.05. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.
Downside Deviation | = | SQRT(DV) |
| = | 2.05 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
Amundi MSCI Semiconductors stands at number one for downside deviation relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
4.58 ratio of Maximum Drawdown to Downside Deviation. Amundi MSCI Semiconductors's Maximum Drawdown exceeds Downside Deviation by a factor of
4.58 It is the square root of the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of most private investors.
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