SPDR SAMPP Semi Deviation
| GMF ETF | | | USD 149.80 2.80 1.90% |
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 SPDR SAMPP's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 1.25 places SPDR SAMPP at moderate price variability. This places SPDR SAMPP within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.25 | |
Semi Deviation Peers Comparison
Among sector peers, SPDR SAMPP's Semi Deviation of 1.25 is below the 1.33 group average. The range runs from 1.25 (Vident International Equity) to 1.46 (iShares MSCI Emerging). SPDR SAMPP 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 SPDR SAMPP 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.
SPDR SAMPP records a Semi Deviation of
1.25 and a Maximum Drawdown of
5.78 , yielding roughly
4.64 units of Maximum Drawdown per Semi Deviation. This indicates Maximum Drawdown is significantly higher than Semi Deviation for SPDR SAMPP.
Methodology, Assumptions & Data Sources
The current Semi Deviation for SPDR SAMPP is 1.25. The Semi Deviation for SPDR SAMPP is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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