IShares Core Semi Variance
| USRT Etf | | | USD 60.97 -0.17 -0.28% |
This technical indicator view for Semi Variance organizes signals for iShares Core REIT and comparable instruments. Availability can vary by instrument;
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iShares Core REIT has current Semi Variance of 0.3502. 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) |
| = | 0.3502 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
IShares Core Semi Variance Peers Comparison
IShares Semi Variance Relative To Other Indicators
iShares Core REIT is rated
below average in semi variance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
8.65 of Maximum Drawdown per Semi Variance. For iShares Core REIT, Maximum Drawdown stands at
8.65 times Semi Variance
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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