WisdomTree International Semi Variance
| DLS ETF | | | USD 86.62 0.15 0.17% |
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 WisdomTree International's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
WisdomTree International registers a Semi Variance of 1.26, reflecting moderate price variability. This places WisdomTree International within the typical volatility range for ETF.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 1.26 | |
| 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
The peer group averages 1.66 for Semi Variance, with WisdomTree International at 1.26 falling below that level. Readings span 0.5515 (ALPS ETF Trust) to 3.94 (iShares Asia 50). WisdomTree International 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 WisdomTree International 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.
Comparing Semi Variance (
1.26 ) to Maximum Drawdown (
5.04 ) for WisdomTree International yields a
4.02 multiple. This indicates Maximum Drawdown is significantly higher than Semi Variance for WisdomTree International.
Methodology, Assumptions & Data Sources
The current Semi Variance for WisdomTree International is 1.26. The Semi Variance for WisdomTree International is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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