Valued Advisers Semi Variance
| MBSF ETF | | | 25.66 -0.03 -0.12% |
Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level. Below is Valued Advisers's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
At 0.0239, Valued Advisers's Semi Variance indicates low price variability. This places Valued Advisers at the lower end of the volatility range for ETF.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0.0239 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
Valued Advisers's Semi Variance of 0.0239 falls below the 1.26 peer average. Values range from -0.0891 (Innovator Equity Accelerated) to 4.51 (ProShares Ultra MidCap400), with wide dispersion across the group. Valued Advisers has exhibited less price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for Valued Advisers and its peers. Each point represents one equity — position along the horizontal axis shows Semi Variance 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.
Valued Advisers records a Semi Variance of
0.02 and a Maximum Drawdown of
1.17 , yielding roughly
49.14 units of Maximum Drawdown per Semi Variance. This indicates Maximum Drawdown substantially exceeds Semi Variance for Valued Advisers.
Methodology, Assumptions & Data Sources
Valued Advisers has a current Semi Variance reading of 0.0239. The Semi Variance for Valued Advisers is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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