Invesco SAMPP Semi Deviation
| PSCH ETF | | | USD 45.59 0.46 1.02% |
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 Invesco SAMPP's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Invesco SAMPP's Semi Deviation of 1.43 reflects moderate price variability. This places Invesco SAMPP within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.43 | |
Semi Deviation Peers Comparison
The peer group averages 0.95 for Semi Deviation, with Invesco SAMPP at 1.43 falling above that level. Readings span 0.284 (Innovator Equity Accelerated) to 2.42 (SPDR SAMPP Transportation). Invesco 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 Invesco 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.
At
1.43 for Semi Deviation and
7.03 for Maximum Drawdown, Invesco SAMPP's cross-indicator ratio sits almost
4.92 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Invesco SAMPP.
Methodology, Assumptions & Data Sources
Invesco SAMPP's Semi Deviation currently stands at 1.43. Semi Deviation for Invesco SAMPP 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. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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