UBS (Irl) Semi Variance
| DCCHAS Etf | | | CHF 64.64 -0.53 -0.81% |
Reference data associated with the Semi Variance technical indicator for UBS Fund Solutions. Indicator values reflect available price and volume data where applicable.
UBS Fund Solutions has current Semi Variance of 1.36. 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) |
| = | 1.36 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
UBS (Irl) Semi Variance Peers Comparison
UBS Semi Variance Relative To Other Indicators
UBS Fund Solutions is rated
second in semi variance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
4.61 of Maximum Drawdown per Semi Variance. At
4.61 , UBS Fund Solutions'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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