ALPS ETF Semi Deviation
| SMTH ETF | | | 25.79 0.00 0.00% |
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 ALPS ETF's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 0.2585, ALPS ETF's Semi Deviation indicates low price variability. This places ALPS ETF at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.2585 | |
Semi Deviation Peers Comparison
ALPS ETF's Semi Deviation of 0.2585 falls above the 0.0 peer average. Values range from 0.1736 (JP Morgan Exchange Traded) to 1.52 (WisdomTree Emerging Markets), with tight clustering across the group. ALPS ETF 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 ALPS ETF 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.
At
0.26 for Semi Deviation and
1.17 for Maximum Drawdown, ALPS ETF's cross-indicator ratio sits almost
4.52 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for ALPS ETF.
Methodology, Assumptions & Data Sources
ALPS ETF has a current Semi Deviation reading of 0.2585. The Semi Deviation for ALPS ETF is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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