John Hancock Semi Deviation
| JHMD ETF | | | USD 44.17 0.21 0.48% |
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 John Hancock's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
A Semi Deviation of 1.21 for John Hancock signals moderate price variability. This places John Hancock within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.21 | |
Semi Deviation Peers Comparison
John Hancock's Semi Deviation of 1.21 falls below the 1.35 peer average. Values range from 0.6345 (Invesco SAMPP MidCap) to 1.78 (Xtrackers MSCI Emerging), with moderate dispersion across the group. John Hancock 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 John Hancock 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
1.21 and Maximum Drawdown at
5.32 , John Hancock shows a
4.39 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Semi Deviation for John Hancock.
Methodology, Assumptions & Data Sources
The current Semi Deviation for John Hancock is 1.21. Semi Deviation for John Hancock is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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