Invesco SAMPP Semi Deviation
| IDHQ ETF | | | USD 40.60 1.29 3.28% |
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 Invesco SAMPP's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The Semi Deviation of 1.41 for Invesco SAMPP indicates moderate price variability. This places Invesco SAMPP within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.41 | |
Semi Deviation Peers Comparison
Invesco SAMPP falls above the 1.11 peer average for Semi Deviation. Sprott Gold Miners leads at 3.69 while Pacer Funds Trust registers the lowest at 0.3169. Invesco 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 Invesco 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.
Invesco SAMPP's Semi Deviation reads
1.41 while Maximum Drawdown reads
7.51 , a
5.33 ratio between the two. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Invesco SAMPP.
Methodology, Assumptions & Data Sources
Invesco SAMPP has a current Semi Deviation reading of 1.41. This Semi Deviation reading for Invesco SAMPP results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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