SPDR SAMPP Semi Deviation
| MDYG ETF | | | USD 107.51 0.67 0.63% |
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. Below is SPDR SAMPP's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
SPDR SAMPP registers a Semi Deviation of 1.15, reflecting moderate price variability. This places SPDR SAMPP within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.15 | |
Semi Deviation Peers Comparison
Relative to peers, SPDR SAMPP's Semi Deviation is above the group average of 1.13. Peer readings range from 0.6503 (Fidelity Covington Trust) to 1.54 (SPDR Kensho New), reflecting moderate dispersion across the sector. SPDR SAMPP 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 SPDR SAMPP 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.
SPDR SAMPP records a Semi Deviation of
1.15 and a Maximum Drawdown of
6.38 , yielding roughly
5.55 units of Maximum Drawdown per Semi Deviation. This indicates Maximum Drawdown substantially exceeds Semi Deviation for SPDR SAMPP.
Methodology, Assumptions & Data Sources
SPDR SAMPP's Semi Deviation currently stands at 1.15. The Semi Deviation for SPDR SAMPP 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. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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