Matthews Emerging Semi Deviation
| EMSF ETF | | | USD 40.51 1.45 3.71% |
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 Matthews Emerging's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 1.83, Matthews Emerging exhibits moderate price variability in Semi Deviation. This places Matthews Emerging within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.83 | |
Semi Deviation Peers Comparison
Matthews Emerging falls above the 1.03 peer average for Semi Deviation. ProShares Ultra SmallCap600 leads at 2.24 while WBI BullBear Yield registers the lowest at 0.4474. Matthews Emerging 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 Matthews Emerging 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.
Matthews Emerging records a Semi Deviation of
1.83 and a Maximum Drawdown of
8.98 , yielding roughly
4.92 units of Maximum Drawdown per Semi Deviation. This indicates Maximum Drawdown is significantly higher than Semi Deviation for Matthews Emerging.
Methodology, Assumptions & Data Sources
Matthews Emerging has a current Semi Deviation reading of 1.83. Matthews Emerging's Semi Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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