KraneShares MSCI Semi Deviation vs. Coefficient Of Variation

KURE Etf   15.21  0.40  2.70%   
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KraneShares MSCI All has current Semi Deviation of 2.63. 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)

 = 
2.63
SQRT = Square root notation
SV =   KraneShares MSCI semi variance of returns over selected period

KraneShares MSCI Semi Deviation Peers Comparison

KraneShares Semi Deviation Relative To Other Indicators

KraneShares MSCI All is rated below average in semi deviation as compared to similar ETFs. It is currently under evaluation in coefficient of variation as compared to similar ETFs making about  480.36  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for KraneShares MSCI All is roughly  480.36 
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.
Compare KraneShares MSCI to Peers

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