BlackRock Debt Semi Deviation
| DSU Fund | | | USD 9.89 0.06 0.61% |
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 BlackRock Debt's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 0.5664, BlackRock Debt's Semi Deviation indicates low price variability. This places BlackRock Debt at the lower end of the volatility range for Bank Loan Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0.5664 | |
Semi Deviation Peers Comparison
BlackRock Debt's Semi Deviation of 0.5664 falls below the 0.57 peer average. Values range from 0.32 (BlackRock Muniyield) to 0.7366 (Hartford Growth Allocation), with moderate dispersion across the group. BlackRock Debt 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 BlackRock Debt 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.
Comparing Semi Deviation (
0.57 ) to Maximum Drawdown (
3.28 ) for BlackRock Debt yields a
5.79 multiple. This indicates Maximum Drawdown substantially exceeds Semi Deviation for BlackRock Debt.
Methodology, Assumptions & Data Sources
BlackRock Debt has a current Semi Deviation reading of 0.5664. Semi Deviation for BlackRock Debt is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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