Janus Henderson Semi Deviation

JSML Etf  USD 68.42  -2.08  -2.95%   
The Semi Deviation calculation for Janus Henderson draws on price and volume history. Each data point is derived from standardized price and volume feeds. Use Risk vs Return Analysis to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. This information is provided for contextual purposes. The allocation shows a weighting toward Janus Henderson Small. The position is captured in the allocation summary. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Janus Henderson Small has current Semi Deviation of 0. 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

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SQRT(SV)

 = 
0
SQRT = Square root notation
SV =   Janus Henderson semi variance of returns over selected period

Semi Deviation Peers Comparison

Semi Deviation Relative To Other Indicators

Janus Henderson Small is rated below average for semi deviation within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group .
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. Compare Janus Henderson to Peers

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