BetaPro SAMPP Semi Variance
| VOLX Etf | | | 23.85 1.87 8.51% |
Observed values used to calculate the Semi Variance technical indicator for BetaPro SAMPP 500. Values may reflect normalized price or volume observations.
BetaPro SAMPP 500 has current Semi Variance of 14.56. 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) |
| = | 14.56 | |
| 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
BetaPro SAMPP 500 lands at
#3 in semi variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
1.61 in Maximum Drawdown for each unit of Semi Variance. The spread between Maximum Drawdown and Semi Variance for BetaPro SAMPP 500 sits at
1.61 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.
Compare BetaPro SAMPP to Peers
Other Technical Indicators