Invesco Dynamic Semi Variance
| PKB Etf | | | USD 96.51 -0.29 -0.30% |
The Semi Variance technical lookup provides context for Invesco Dynamic Building and related instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Invesco Dynamic has a market cap of 158.96 M, ROE of 0.42%. Review
Your Equity Center for broader portfolio context. This reflects a position in Invesco Dynamic Building across the allocation. 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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Invesco Dynamic Building has current Semi Variance of 2.14. 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) |
| = | 2.14 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Invesco Dynamic Semi Variance Peers Comparison
Invesco Semi Variance Relative To Other Indicators
Invesco Dynamic Building is rated
second in semi variance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
3.38 of Maximum Drawdown per Semi Variance. At
3.38 , Invesco Dynamic Building's Maximum Drawdown-to-Semi Variance multiple reflects the spread between these metrics
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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