IShares Core Semi Variance
| XAW Etf | | | CAD 49.47 -1.16 -2.29% |
Historical market data for iShares Core MSCI forms the basis of the Semi Variance indicator shown here. The indicator computation uses normalized market activity data. Use
Your Current Watchlist to explore diversified allocation structure. Allocation context can improve visibility into portfolio balance. This includes a position in iShares Core MSCI. The position sits inside the allocation mix. 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.
iShares Core MSCI 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
iShares Core MSCI 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.
Compare IShares Core to Peers
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