NuShares ETF Semi Deviation
| NUDM ETF | | | USD 39.04 0.48 1.24% |
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 NuShares ETF's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The current Semi Deviation of 1.31 places NuShares ETF at moderate price variability. This places NuShares ETF within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.31 | |
Semi Deviation Peers Comparison
Among sector peers, NuShares ETF's Semi Deviation of 1.31 is above the 1.25 group average. The range runs from 0.9797 (BNY Mellon Mid) to 1.47 (First Trust WCM). NuShares ETF 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 NuShares ETF 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.
NuShares ETF shows nearly
4.59 of Maximum Drawdown per unit of Semi Deviation (
1.31 versus
6.01 ). This indicates Maximum Drawdown is significantly higher than Semi Deviation for NuShares ETF.
Methodology, Assumptions & Data Sources
NuShares ETF has a current Semi Deviation reading of 1.31. Semi Deviation for NuShares ETF is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. 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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