SPDR SAMPP Semi Deviation
| GNR ETF | | | USD 74.13 0.65 0.88% |
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
A Semi Deviation of 1.23 for SPDR SAMPP signals moderate price variability. This places SPDR SAMPP within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.23 | |
Semi Deviation Peers Comparison
SPDR SAMPP's Semi Deviation of 1.23 falls above the 1.0 peer average. Values range from 0.5054 (First Trust North) to 1.56 (iShares MSCI All), with wide dispersion across the group. SPDR SAMPP 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 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's Semi Deviation reads
1.23 while Maximum Drawdown reads
6.05 , a
4.91 ratio between the two. 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 1.23. The Semi Deviation for SPDR SAMPP applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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