IShares North Semi Deviation
| IGE ETF | | | USD 60.27 0.09 0.15% |
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 North's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
With Semi Deviation at 1.12, IShares North shows moderate price variability. This places IShares North within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.12 | |
Semi Deviation Peers Comparison
Among sector peers, IShares North's Semi Deviation of 1.12 is below the 1.24 group average. The range runs from 1.03 (WisdomTree SmallCap Earnings) to 1.51 (iShares Basic Materials). IShares North 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 North 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.
With Semi Deviation at
1.12 and Maximum Drawdown at
5.31 , IShares North shows a
4.75 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Semi Deviation for IShares North.
Methodology, Assumptions & Data Sources
The current Semi Deviation for IShares North is 1.12. This Semi Deviation reading for IShares North results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators