Quadratic Interest Semi Deviation

IVOL Etf  USD 18.30  0.08  0.44%   
Quadratic Interest semi-deviation technical analysis lookup allows you to check this and other technical indicators for Quadratic Interest Rate or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Quadratic Interest Rate has current Semi Deviation of 0.4449. 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.

Semi Deviation

=

SQRT(SV)

 = 
0.4449
SQRT = Square root notation
SV =   Quadratic Interest semi variance of returns over selected period

Quadratic Interest Semi Deviation Peers Comparison

00.4449000.5081100%

Quadratic Semi Deviation Relative To Other Indicators

Quadratic Interest Rate is rated second overall ETF in semi deviation as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  5.18  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Quadratic Interest Rate is roughly  5.18 
JavaScript chart by amCharts 3.21.15TAILSCHPIVOL 00.51.01.52.02.53.03.5 00.10.20.30.40.50.6
Semi-deviation is the square root of semi-variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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