IShares Edge Semi Deviation
| IVLU ETF | | | USD 42.37 0.16 0.38% |
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 Edge's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
IShares Edge carries a Semi Deviation of 1.23, consistent with moderate price variability. This places IShares Edge within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.23 | |
Semi Deviation Peers Comparison
Relative to peers, IShares Edge's Semi Deviation is above the group average of 1.11. Peer readings range from 0.6484 (iShares Russell Top) to 1.75 (Invesco China Technology), reflecting moderate dispersion across the sector. IShares Edge 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 Edge 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.
Comparing Semi Deviation (
1.23 ) to Maximum Drawdown (
6.08 ) for IShares Edge yields a
4.95 multiple. This indicates Maximum Drawdown is significantly higher than Semi Deviation for IShares Edge.
Methodology, Assumptions & Data Sources
The current Semi Deviation for IShares Edge is 1.23. The Semi Deviation for IShares Edge is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. 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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