Bluemonte Large Semi Variance
| BVAL ETF | | | USD 30.05 0.30 1.01% |
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. Below is Bluemonte Large's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
At 0.3926, Bluemonte Large exhibits low price variability in Semi Variance. This places Bluemonte Large at the lower end of the volatility range for ETF.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0.3926 | |
| 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
Among sector peers, Bluemonte Large's Semi Variance of 0.3926 is below the 0.51 group average. The range runs from 0.0877 (Innovator SAMPP 500) to 1.03 (Neuberger Berman ETF). Bluemonte Large has exhibited less price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for Bluemonte Large and its peers. Each point represents one equity — position along the horizontal axis shows Semi Variance 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.
The Maximum Drawdown-to-Semi Variance ratio for Bluemonte Large sits near
8.37 , with Semi Variance at
0.39 and Maximum Drawdown at
3.28 . This indicates Maximum Drawdown substantially exceeds Semi Variance for Bluemonte Large.
Methodology, Assumptions & Data Sources
Bluemonte Large's Semi Variance currently stands at 0.3926. The Semi Variance for Bluemonte Large is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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