Calamos SAMPP Semi Deviation
| CPSD ETF | | | 26.56 0.03 0.11% |
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 Calamos SAMPP's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 0 places Calamos SAMPP at elevated price variability. This places Calamos SAMPP toward the higher end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0 | |
Semi Deviation Peers Comparison
Among sector peers, Calamos SAMPP's Semi Deviation of 0.0 is below the 0.0 group average. The range runs from 0.243 (FT Vest Equity) to 1.18 (Dimensional International High). Calamos SAMPP 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 Calamos SAMPP 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.
Compare Calamos SAMPP to PeersMethodology, Assumptions & Data Sources
Calamos SAMPP has a current Semi Deviation reading of 0. Semi Deviation for Calamos SAMPP is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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