Manulife Smart Semi Deviation
| IDEF-B ETF | | | 14.93 -0.19 -1.26% |
Historical market data for Manulife Smart International forms the basis of the Semi Deviation indicator shown here. Coverage may vary depending on data availability and normalization methods.
Risk vs Return Analysis frames the approach to diversified portfolio design. This view summarizes available data without implying outcomes. Portfolio analysis tools can evaluate how Manulife Smart International fits within a broader allocation. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Manulife Smart International's ETF valuation — related indicators include
signals in state.
Manulife Smart International has current Semi Deviation of 0.5164. 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) |
| = | 0.5164 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
Manulife Smart International is rated
fifth in semi deviation compared to similar ETFs. It ranks first in maximum drawdown compared to similar ETFs reporting about
24.70 of Maximum Drawdown per Semi Deviation. At
24.70 , Manulife Smart International's Maximum Drawdown-to-Semi Deviation multiple reflects the spread between these metrics
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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