BMO Short Semi Deviation
| ZFS Etf | | | CAD 13.91 0.01 0.07% |
Observed values used to calculate the Semi Deviation technical indicator for BMO Short Federal. Indicator values reflect available price and volume data where applicable.
BMO Short Federal has current Semi Deviation of 0.0722. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.
Semi Deviation | = | SQRT(SV) |
| = | 0.0722 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
BMO Short Federal is rated
below average in semi deviation against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
6.97 in Maximum Drawdown for each unit of Semi Deviation. The spread between Maximum Drawdown and Semi Deviation for BMO Short Federal sits at
6.97 Semi-deviation is the square root of semi-variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
Compare BMO Short to Peers
Other Technical Indicators