BMO Corporate Semi Variance
| ZCB ETF | | | CAD 47.12 -0.24 -0.51% |
Historical market data for BMO Corporate Bond forms the basis of the Semi Variance indicator shown here. The calculation draws on time-series market data across available periods. For portfolio construction context, review
Your Current Watchlist. The construction of a diversified portfolio involves managing position exposure. BMO Corporate Bond can be tracked within a custom portfolio for ongoing monitoring. Allocation tools help determine appropriate position sizing. Broader economic conditions can influence BMO Corporate Bond's ETF valuation — related indicators include
signals in state.
BMO Corporate Bond 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
BMO Corporate Bond 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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