WisdomTree SmallCap Semi Deviation
| EES ETF | | | USD 64.15 0.81 1.28% |
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 WisdomTree SmallCap's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
A Semi Deviation of 1.02 for WisdomTree SmallCap signals moderate price variability. This places WisdomTree SmallCap within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.02 | |
Semi Deviation Peers Comparison
WisdomTree SmallCap's Semi Deviation of 1.02 falls below the 1.06 peer average. Values range from 0.8777 (ProShares Russell 2000) to 1.29 (WisdomTree International LargeCap), with tight clustering across the group. WisdomTree SmallCap 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 WisdomTree SmallCap 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 (
1.02 ) to Maximum Drawdown (
5.75 ) for WisdomTree SmallCap yields a
5.66 multiple. This indicates Maximum Drawdown substantially exceeds Semi Deviation for WisdomTree SmallCap.
Methodology, Assumptions & Data Sources
WisdomTree SmallCap's Semi Deviation currently stands at 1.02. The Semi Deviation for WisdomTree SmallCap applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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