BMO Low Semi Deviation
| ZLU Etf | | | CAD 61.37 -0.36 -0.58% |
The Semi Deviation lookup presents technical context for BMO Low Volatility and related instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. BMO Low has P/E of 19.72.
Your Current Watchlist can help frame allocation decisions. The allocation includes a position in BMO Low Volatility across the allocation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
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BMO Low Volatility has current Semi Deviation of 0.4861. 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) |
| = | 0.4861 | |
BMO Low Semi Deviation Peers Comparison
BMO Semi Deviation Relative To Other Indicators
BMO Low Volatility is evaluated as
fourth in Semi Deviation in semi deviation as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
5.62 of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for BMO Low Volatility is roughly
5.62 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.
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