IShares Trust Semi Deviation
| IBIK ETF | | | 26.00 -0.03 -0.12% |
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 Trust's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
IShares Trust has a Semi Deviation of 0.2238, indicating low price variability. This places IShares Trust at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.2238 | |
Semi Deviation Peers Comparison
The peer group averages 1.93 for Semi Deviation, with IShares Trust at 0.2238 falling below that level. Readings span 0.2303 (SPDR Series Trust) to 4.71 (T Rex 2X Inverse). IShares Trust 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 IShares Trust 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.
The Maximum Drawdown-to-Semi Deviation ratio for IShares Trust sits near
6.40 , with Semi Deviation at
0.22 and Maximum Drawdown at
1.43 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for IShares Trust.
Methodology, Assumptions & Data Sources
IShares Trust has a current Semi Deviation reading of 0.2238. The Semi Deviation for IShares Trust applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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