BlackRock ETF Semi Deviation
| IVVB ETF | | | 34.25 0.09 0.26% |
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 BlackRock ETF's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
A Semi Deviation of 0.4657 for BlackRock ETF signals low price variability. This places BlackRock ETF at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.4657 | |
Semi Deviation Peers Comparison
BlackRock ETF's Semi Deviation of 0.4657 falls below the 0.74 peer average. Values range from 0.3317 (Morgan Stanley ETF) to 1.35 (First Trust Dorsey), with wide dispersion across the group. BlackRock ETF 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 Blackrock ETF 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.
BlackRock ETF's Maximum Drawdown of
2.71 runs about
5.81 times its Semi Deviation of
0.47 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for BlackRock ETF.
Methodology, Assumptions & Data Sources
The current Semi Deviation for BlackRock ETF is 0.4657. The Semi Deviation for BlackRock ETF applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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