IShares Intl Semi Deviation

Key Indicators . Semi Deviation . ETFs . USA . 
ETF . iShares Intl High
GHYG ETF  USD 45.84  0.04  0.09%   
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 IShares Intl's current Semi Deviation with peer comparisons and related risk metrics.

Current Semi Deviation Value

With Semi Deviation at 0, IShares Intl shows low price variability. This places IShares Intl at the lower end of the volatility range for ETF.

Semi Deviation

=

SQRT(SV)

 = 
0
SQRT = Square root notation
SV =   IShares Intl semi variance of returns over selected period

Semi Deviation Peers Comparison

Semi Deviation Relative To Other Indicators

The chart below plots Semi Deviation against Maximum Drawdown for IShares Intl 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 IShares Intl to Peers

Methodology, Assumptions & Data Sources

IShares Intl has a current Semi Deviation reading of 0. IShares Intl'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. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance-0.02
Market Risk Adjusted Performance-0.23
Mean Deviation0.2845
Coefficient Of Variation-36,790
Standard Deviation0.3736
Variance0.1396
Information Ratio-0.03
Jensen Alpha-0.01
Total Risk Alpha-0.01
Treynor Ratio-0.24
Maximum Drawdown1.67
Value At Risk-0.60
Potential Upside0.6057
Skewness0.01
Kurtosis0.8844
Tools
Analysis
Directory
Company
2026 Macroaxis LLC Made with in San Francisco
Privacy Terms Widgets Feedback
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and conditions page.