IShares Morningstar Semi Deviation
| IMCG ETF | | | USD 90.80 0.73 0.81% |
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 Morningstar's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 1.12 places IShares Morningstar at moderate price variability. This places IShares Morningstar within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.12 | |
Semi Deviation Peers Comparison
Among sector peers, IShares Morningstar's Semi Deviation of 1.12 is above the 0.92 group average. The range runs from 0.7679 (iShares Equity Factor) to 1.1 (iShares Morningstar Growth). IShares Morningstar 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 Morningstar 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 Morningstar records a Semi Deviation of
1.12 and a Maximum Drawdown of
5.59 , yielding roughly
4.97 units of Maximum Drawdown per Semi Deviation. This indicates Maximum Drawdown is significantly higher than Semi Deviation for IShares Morningstar.
Methodology, Assumptions & Data Sources
IShares Morningstar's Semi Deviation currently stands at 1.12. This Semi Deviation reading for IShares Morningstar results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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