BMO Low Semi Variance
| ZLH Etf | | | CAD 38.10 0.40 1.06% |
This dataset for BMO Low Volatility reflects inputs used in the Semi Variance calculation. Data coverage may vary across sources and reporting intervals. Review
Your Current Watchlist to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. BMO Low Volatility can be evaluated within a portfolio framework for weight and risk impact. This information is provided for contextual purposes. Broader economic conditions can influence BMO Low Volatility's etf valuation — related indicators include
signals in inflation.
BMO Low Volatility has current Semi Variance of 0.2668. 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) |
| = | 0.2668 | |
| 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 Low Volatility is rated
below average in semi variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
10.45 in Maximum Drawdown for each unit of Semi Variance. The spread between Maximum Drawdown and Semi Variance for BMO Low Volatility sits at
10.45 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 BMO Low to Peers
Other Technical Indicators