Inspire SmallMid Semi Deviation
| ISMD ETF | | | USD 45.70 0.40 0.88% |
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 Inspire SmallMid's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
A Semi Deviation of 1.07 for Inspire SmallMid signals moderate price variability. This places Inspire SmallMid within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.07 | |
Semi Deviation Peers Comparison
Inspire SmallMid's Semi Deviation of 1.07 falls below the 1.32 peer average. Values range from 0.8721 (Avantis Mid Cap) to 1.83 (iShares MSCI Thailand), with moderate dispersion across the group. Inspire SmallMid 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 Inspire SmallMid 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
1.07 and Maximum Drawdown at
5.84 , Inspire SmallMid shows a
5.47 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Inspire SmallMid.
Methodology, Assumptions & Data Sources
Inspire SmallMid has a current Semi Deviation reading of 1.07. Semi Deviation for Inspire SmallMid 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 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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