Amplify CWP Semi Deviation
| QDVO ETF | | | 29.92 0.30 1.01% |
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 Amplify CWP's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
The Semi Deviation of 0.7797 for Amplify CWP indicates low price variability. This places Amplify CWP at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.7797 | |
Semi Deviation Peers Comparison
Amplify CWP falls below the 1.47 peer average for Semi Deviation. Global X Blockchain leads at 4.06 while First Trust Exchange Traded registers the lowest at 0.2701. Amplify CWP has exhibited less 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 Amplify CWP 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.
Amplify CWP shows nearly
4.74 of Maximum Drawdown per unit of Semi Deviation (
0.78 versus
3.70 ). This indicates Maximum Drawdown is significantly higher than Semi Deviation for Amplify CWP.
Methodology, Assumptions & Data Sources
Amplify CWP has a current Semi Deviation reading of 0.7797. This Semi Deviation reading for Amplify CWP results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. 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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