Global X Semi Deviation
| HAC Etf | | | CAD 34.74 -0.11 -0.32% |
Global X semi deviation lookup summarizes this and related technical indicators for Global X Seasonal. Some instruments may have limited coverage due to data differences;
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Global X Seasonal has current Semi Deviation of 1.27. 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) |
| = | 1.27 | |
Global X Semi Deviation Peers Comparison
Global Semi Deviation Relative To Other Indicators
Global X Seasonal currently holds the
# 2 position in semi deviation as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
4.98 of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Global X Seasonal is roughly
4.98 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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