Harvest Equal Semi Variance
| HUTE Etf | | | 12.14 0.07 0.58% |
The Semi Variance profile for Harvest Equal Weight is based on historical price and volume observations. Related screening structures are referenced through
Equity Screeners.
Risk vs Return Analysis provides a view into diversified allocation design. All metrics are derived from available inputs and shown for reference. Harvest Equal Weight can be included in a portfolio to evaluate diversification impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence Harvest Equal Weight's etf valuation — related indicators include
signals in inflation.
Harvest Equal Weight has current Semi Variance of 0.2769. 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) |
| = | 0.2769 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
Semi Variance Relative To Other Indicators
Harvest Equal Weight is rated
below average in semi variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
16.26 in Maximum Drawdown for each unit of Semi Variance. The spread between Maximum Drawdown and Semi Variance for Harvest Equal Weight sits at
16.26 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.
Compare Harvest Equal to Peers
Other Technical Indicators