IShares SAMPP Semi Deviation
| IVE ETF | | | USD 223.80 1.72 0.77% |
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 SAMPP's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 0.6799 places IShares SAMPP at low price variability. This places IShares SAMPP at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.6799 | |
Semi Deviation Peers Comparison
Among sector peers, IShares SAMPP's Semi Deviation of 0.6799 is below the 0.87 group average. The range runs from 0.6891 (iShares Core SAMPP) to 1.15 (SPDR Portfolio SAMPP). IShares SAMPP 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 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.
With Semi Deviation at
0.68 and Maximum Drawdown at
2.93 , IShares SAMPP shows a
4.31 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Semi Deviation for IShares SAMPP.
Methodology, Assumptions & Data Sources
IShares SAMPP's Semi Deviation currently stands at 0.6799. Semi Deviation for IShares SAMPP is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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