Schwab International Semi Deviation
| SCHY ETF | | | USD 32.34 0.02 0.06% |
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 Schwab International's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
A Semi Deviation of 0.9914 for Schwab International signals low price variability. This places Schwab International at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.9914 | |
Semi Deviation Peers Comparison
Schwab International's Semi Deviation of 0.9914 falls below the 1.14 peer average. Values range from 0.754 (Invesco SAMPP 500) to 2.07 (Global X Lithium), with wide dispersion across the group. Schwab International 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 Schwab International 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.
Schwab International's Maximum Drawdown of
4.72 runs about
4.76 times its Semi Deviation of
0.99 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Schwab International.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Schwab International is 0.9914. Semi Deviation for Schwab International is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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