IShares Core Semi Deviation
| IJR ETF | | | USD 137.33 0.01 0.01% |
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 Core's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 1.05, IShares Core exhibits moderate price variability in Semi Deviation. This places IShares Core within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.05 | |
Semi Deviation Peers Comparison
IShares Core falls above the 0.91 peer average for Semi Deviation. iShares Russell 2000 leads at 1.32 while SSgA registers the lowest at 0.5979. IShares Core 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 IShares Core 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.
IShares Core's Semi Deviation reads
1.05 while Maximum Drawdown reads
5.01 , a
4.75 ratio between the two. This indicates Maximum Drawdown is significantly higher than Semi Deviation for IShares Core.
Methodology, Assumptions & Data Sources
The current Semi Deviation for IShares Core is 1.05. Semi Deviation for IShares Core is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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