Pacer Trendpilot Semi Deviation
| PTIN ETF | | | USD 34.96 0.62 1.81% |
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 Pacer Trendpilot's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Pacer Trendpilot registers a Semi Deviation of 1.32, reflecting moderate price variability. This places Pacer Trendpilot within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.32 | |
Semi Deviation Peers Comparison
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for Pacer Trendpilot 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.
Pacer Trendpilot shows nearly
4.82 of Maximum Drawdown per unit of Semi Deviation (
1.32 versus
6.34 ). This indicates Maximum Drawdown is significantly higher than Semi Deviation for Pacer Trendpilot.
Methodology, Assumptions & Data Sources
Pacer Trendpilot has a current Semi Deviation reading of 1.32. The Semi Deviation for Pacer Trendpilot applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. 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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