Global X Semi Deviation
| BOTZ ETF | | | USD 41.35 0.00 0.00% |
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 Global X's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 1.58, Global X exhibits moderate price variability in Semi Deviation. This places Global X within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.58 | |
Semi Deviation Peers Comparison
Global X falls below the 1.59 peer average for Semi Deviation. Global X Silver leads at 3.99 while Global X SAMPP registers the lowest at 0.5712. Global X has exhibited less 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 Global X 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.
Global X's Maximum Drawdown of
8.45 runs about
5.35 times its Semi Deviation of
1.58 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Global X.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Global X is 1.58. The Semi Deviation for Global X applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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