Xtrackers MSCI Semi Variance
| DBEZ Etf | | | USD 55.49 -0.56 -1.00% |
Xtrackers MSCI semi variance lookup summarizes this and related technical indicators for Xtrackers MSCI Eurozone. Coverage depends on data availability and normalization;
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Xtrackers MSCI Eurozone has current Semi Variance of 0.8605. 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) |
| = | 0.8605 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Xtrackers MSCI Semi Variance Peers Comparison
Xtrackers Semi Variance Relative To Other Indicators
Xtrackers MSCI Eurozone is rated
below average in semi variance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
5.15 of Maximum Drawdown per Semi Variance. At
5.15 , Xtrackers MSCI Eurozone's Maximum Drawdown-to-Semi Variance multiple reflects the spread between these metrics
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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