Janus Henderson Semi Deviation
| JRE ETF | | | USD 26.91 0.43 1.62% |
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 Janus Henderson's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Janus Henderson registers a Semi Deviation of 0.7331, reflecting low price variability. This places Janus Henderson at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.7331 | |
Semi Deviation Peers Comparison
Relative to peers, Janus Henderson's Semi Deviation is above the group average of 0.7. Peer readings range from 0.3457 (Yields for You) to 0.9489 (Parametric Equity Plus), reflecting moderate dispersion across the sector. Janus Henderson 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 Janus Henderson 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
0.73 and Maximum Drawdown at
4.83 , Janus Henderson shows a
6.59 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Janus Henderson.
Methodology, Assumptions & Data Sources
Janus Henderson has a current Semi Deviation reading of 0.7331. The Semi Deviation for Janus Henderson is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
Other Technical Indicators