IShares SAMPP Semi Variance
| IDP6 ETF | | | USD 101.16 0.02 0.02% |
Technical inputs supporting the Semi Variance indicator for iShares SAMPP SmallCap are shown here. Additional screening context is available through
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Risk vs Return Analysis provides context for diversified portfolio design. Portfolio balance depends on how holdings are weighted relative to each other. iShares SAMPP SmallCap can be tracked within a custom portfolio for ongoing monitoring. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence iShares SAMPP SmallCap's ETF valuation — related indicators include
signals in state.
iShares SAMPP SmallCap has current Semi Variance of 1.2. 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) |
| = | 1.2 | |
| 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
iShares SAMPP SmallCap falls in the
third position for semi variance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
4.17 ratio of Maximum Drawdown to Semi Variance. iShares SAMPP SmallCap's Maximum Drawdown exceeds Semi Variance by a factor of
4.17 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 IShares SAMPP to Peers
Other Technical Indicators