SPDR SAMPP Downside Deviation

Key Indicators . Downside Deviation . ETFs . USA . 
ETF . SPDR SAMPP Emerging
Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target. Below is SPDR SAMPP's current Downside Deviation with peer comparisons and related risk metrics.

Current Downside Deviation Value

SPDR SAMPP registers a Downside Deviation of 0, reflecting low price variability. This places SPDR SAMPP at the lower end of the volatility range for ETF.

Downside Deviation

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SQRT(DV)

 = 
0
SQRT = Square root notation
DV =   Downside Variance of returns over selected period

Downside Deviation Peers Comparison

Downside Deviation Relative To Other Indicators

The chart below plots Downside Deviation against Maximum Drawdown for SPDR SAMPP and its peers. Each point represents one equity — position along the horizontal axis shows Downside 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.

Methodology, Assumptions & Data Sources

SPDR SAMPP's Downside Deviation currently stands at 0. SPDR SAMPP's Downside Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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