Invesco SAMPP Semi Deviation
| RSPN ETF | | | 61.49 -0.17 -0.28% |
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
With Semi Deviation at 1.23, Invesco SAMPP shows moderate price variability. This places Invesco SAMPP within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.23 | |
Semi Deviation Peers Comparison
Among sector peers, Invesco SAMPP's Semi Deviation of 1.23 is above the 0.92 group average. The range runs from 0.3389 (IQ Hedge Multi Strategy) to 1.63 (iShares Transportation Average). 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
4.18 of Maximum Drawdown per unit of Semi Deviation (
1.23 versus
5.15 ). 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 1.23. This Semi Deviation reading for Invesco SAMPP results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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