TD Active Semi Variance
| TUEX Etf | | | 28.50 -0.63 -2.16% |
The Semi Variance calculation for TD Active draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Data availability for the calculation period determines indicator completeness. Use
World Market Map to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. A position in TD Active Enhanced appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
TD Active Enhanced has current Semi Variance of 0. 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 | |
| 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
TD Active Enhanced is rated
below average in semi variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
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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