KFA Mount Semi Variance
| KMLM Etf | | | USD 27.35 -0.62 -2.22% |
The Semi Variance profile for KFA Mount Lucas is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. Portfolio design and allocation context appear in
Correlation Analysis. The view supports a broader understanding of portfolio structure. Portfolio analysis tools can evaluate how KFA Mount Lucas fits within a broader allocation. All values are based on available data and provided as reference information. Broader economic conditions can influence KFA Mount Lucas's etf valuation — related indicators include
signals in board of governors.
KFA Mount Lucas has current Semi Variance of 0.5544. 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) |
| = | 0.5544 | |
| 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
KFA Mount Lucas is rated
below average in semi variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
6.04 in Maximum Drawdown for each unit of Semi Variance. The spread between Maximum Drawdown and Semi Variance for KFA Mount Lucas sits at
6.04 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.
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