Invesco SAMPP Semi Deviation
| RSPM ETF | | | 39.53 -0.81 -2.01% |
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 Invesco SAMPP's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Invesco SAMPP's Semi Deviation of 0.919 reflects low price variability. This places Invesco SAMPP at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.919 | |
Semi Deviation Peers Comparison
The peer group averages 0.0 for Semi Deviation, with Invesco SAMPP at 0.919 falling above that level. Readings span 0.5649 (Essential 40 Stock) to 1.27 (Counterpoint Quantitative Equity). 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.
Invesco SAMPP shows nearly
5.03 of Maximum Drawdown per unit of Semi Deviation (
0.92 versus
4.63 ). This indicates Maximum Drawdown substantially exceeds Semi Deviation for Invesco SAMPP.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Invesco SAMPP is 0.919. The Semi Deviation for Invesco SAMPP 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. 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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