IShares SP Semi Variance
| XGI Etf | | | CAD 67.93 0.43 0.64% |
The Semi Variance technical lookup provides context for iShares SP Global and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Your Current Watchlist provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in iShares SP Global within the portfolio 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 SP Global has current Semi Variance of 0.7124. 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) |
| = | 0.7124 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
IShares SP Semi Variance Peers Comparison
IShares Semi Variance Relative To Other Indicators
iShares SP Global is evaluated as
second in Semi Variance in semi variance as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
6.99 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for iShares SP Global is roughly
6.99 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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