Fidelity MSCI Semi Deviation
| FHLC ETF | | | USD 69.94 -0.63 -0.89% |
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 Fidelity MSCI's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Fidelity MSCI registers a Semi Deviation of 0, reflecting low price variability. This places Fidelity MSCI at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for Fidelity MSCI 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.
Compare Fidelity MSCI to PeersMethodology, Assumptions & Data Sources
Fidelity MSCI has a current Semi Deviation reading of 0. The Semi Deviation for Fidelity MSCI is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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