Dimensional ETF Semi Deviation
| DFIP Etf | | | USD 42.01 0.10 0.24% |
Reference data associated with the Semi Deviation technical indicator for Dimensional ETF Trust. Availability may differ across exchanges, markets, and reporting intervals.
Dimensional ETF Trust has current Semi Deviation of 0.0718. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.
Semi Deviation | = | SQRT(SV) |
| = | 0.0718 | |
Dimensional ETF Semi Deviation Peers Comparison
Dimensional Semi Deviation Relative To Other Indicators
Dimensional ETF Trust is rated
below average for semi deviation among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly
9.92 against Semi Deviation. Maximum Drawdown runs about
9.92 times Semi Deviation for Dimensional ETF Trust
Semi-deviation is the square root of semi-variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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