Avantis Emerging Semi Deviation
| AVEM ETF | | | USD 89.79 1.61 1.83% |
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. Below is Avantis Emerging's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Avantis Emerging has a Semi Deviation of 1.67, indicating moderate price variability. This places Avantis Emerging within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.67 | |
Semi Deviation Peers Comparison
The peer group averages 1.15 for Semi Deviation, with Avantis Emerging at 1.67 falling above that level. Readings span 0.1461 (iShares TIPS Bond) to 1.78 (iShares MSCI Emerging). Avantis Emerging has exhibited greater price dispersion than the peer average over the measured period.
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for Avantis Emerging and its peers. Each point represents one equity — position along the horizontal axis shows Semi Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Avantis Emerging shows nearly
4.41 of Maximum Drawdown per unit of Semi Deviation (
1.67 versus
7.36 ). This indicates Maximum Drawdown is significantly higher than Semi Deviation for Avantis Emerging.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Avantis Emerging is 1.67. The Semi Deviation for Avantis Emerging is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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