Hartford Multifactor Semi Deviation
| ROUS ETF | | | USD 64.52 0.14 0.22% |
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 Hartford Multifactor's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 0.6351, Hartford Multifactor exhibits low price variability in Semi Deviation. This places Hartford Multifactor at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.6351 | |
Semi Deviation Peers Comparison
Hartford Multifactor falls below the 1.2 peer average for Semi Deviation. Sprott Gold Miners leads at 3.83 while Pacer Funds Trust registers the lowest at 0.3352. Hartford Multifactor 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 Hartford Multifactor 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.
Comparing Semi Deviation (
0.64 ) to Maximum Drawdown (
3.75 ) for Hartford Multifactor yields a
5.90 multiple. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Hartford Multifactor.
Methodology, Assumptions & Data Sources
Hartford Multifactor has a current Semi Deviation reading of 0.6351. This Semi Deviation reading for Hartford Multifactor 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. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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