AB Active Semi Deviation
| LRGC ETF | | | 82.51 0.29 0.35% |
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 AB Active's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 0.8049, AB Active's Semi Deviation indicates low price variability. This places AB Active at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.8049 | |
Semi Deviation Peers Comparison
AB Active's Semi Deviation of 0.8049 falls above the 0.67 peer average. Values range from 0.0833 (Innovator SAMPP 500) to 1.62 (First Trust Nasdaq), with wide dispersion across the group. AB Active 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 AB Active 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
0.80 and Maximum Drawdown at
3.64 , AB Active shows a
4.53 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Semi Deviation for AB Active.
Methodology, Assumptions & Data Sources
AB Active's Semi Deviation currently stands at 0.8049. The Semi Deviation for AB Active applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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