RBC Quant Semi Variance

RUD Etf  CAD 25.51  0.04  0.16%   
RBC Quant semi-variance technical analysis lookup allows you to check this and other technical indicators for RBC Quant Dividend or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
RBC Quant Dividend has current Semi Variance of 68.29. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.

Semi Variance

 = 

SUM(RET DEV)2

N(ZERO)

 = 
68.29
SUM = Summation notation
RET DEV = Actual return deviation over selected period
N(ZERO) = Number of points with returns less than zero

RBC Quant Semi Variance Peers Comparison

RBC Semi Variance Relative To Other Indicators

RBC Quant Dividend is presently regarded as number one ETF in semi variance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  3.94  of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for RBC Quant Dividend is roughly  3.94 
Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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