Mackenzie All Semi Deviation
| MAUG Etf | | | 19.98 0.00 0.00% |
This technical indicator view for Semi Deviation organizes signals for Mackenzie All Cap and comparable instruments. Data availability can vary by region and feed;
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Correlation Analysis to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
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Mackenzie All Cap 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 | = | SQRT(SV) |
| = | 0 | |
Mackenzie All Semi Deviation Peers Comparison
Mackenzie Semi Deviation Relative To Other Indicators
Mackenzie All Cap is rated
below average in semi deviation against similar ETFs. It is rated
below average in maximum drawdown against similar ETFs .
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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