Harvest Equal Semi Variance
| HUTL Etf | | | CAD 19.90 0.19 0.96% |
This module presents the Semi Variance indicator for Harvest Equal Weight using available market inputs. Coverage differences may occur across instruments and market segments.
Risk vs Return Analysis provides a view into diversified allocation design. All figures are based on reported data and are informational in nature. Portfolio tools allow users to monitor Harvest Equal Weight alongside other positions. Portfolio construction methods define how positions are sized relative to each other. 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 0.1807. 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) |
| = | 0.1807 | |
| 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 lands at
#4 in semi variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
22.87 in Maximum Drawdown for each unit of Semi Variance. The spread between Maximum Drawdown and Semi Variance for Harvest Equal Weight sits at
22.87 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