Dynamic Active Semi Deviation
| DXN Etf | | | CAD 25.51 0.06 0.24% |
This technical indicator view for Semi Deviation organizes signals for Dynamic Active Global and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Review
Investing Opportunities to understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This suggests a position in Dynamic Active Global within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Dynamic Active Global has current Semi Deviation of 0.4852. 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) |
| = | 0.4852 | |
Dynamic Active Semi Deviation Peers Comparison
Dynamic Semi Deviation Relative To Other Indicators
Dynamic Active Global is rated
below average in semi deviation against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
7.21 in Maximum Drawdown for each unit of Semi Deviation. The spread between Maximum Drawdown and Semi Deviation for Dynamic Active Global sits at
7.21 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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