Xtrackers MSCI Semi Deviation
| DBJP ETF | | | USD 109.49 1.43 1.32% |
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 Xtrackers MSCI's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 1.23 places Xtrackers MSCI at moderate price variability. This places Xtrackers MSCI within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.23 | |
Semi Deviation Peers Comparison
Among sector peers, Xtrackers MSCI's Semi Deviation of 1.23 is above the 1.11 group average. The range runs from 0.5077 (6 Meridian Mega) to 1.46 (iShares MSCI Japan). Xtrackers MSCI 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 Xtrackers MSCI 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.
Xtrackers MSCI's Semi Deviation reads
1.23 while Maximum Drawdown reads
7.51 , a
6.08 ratio between the two. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Xtrackers MSCI.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Xtrackers MSCI is 1.23. Semi Deviation for Xtrackers MSCI is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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