Simplify Equity Semi Deviation
| SPUC ETF | | | USD 48.76 -0.22 -0.45% |
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 Simplify Equity's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Simplify Equity registers a Semi Deviation of 0.8517, reflecting low price variability. This places Simplify Equity at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.8517 | |
Semi Deviation Peers Comparison
Relative to peers, Simplify Equity's Semi Deviation is above the group average of 0.64. Peer readings range from 0.3251 (Morgan Stanley ETF) to 1.13 (Argent Mid Cap), reflecting wide dispersion across the sector. Simplify Equity 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 Simplify Equity 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.
With Semi Deviation at
0.85 and Maximum Drawdown at
4.59 , Simplify Equity shows a
5.38 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Semi Deviation for Simplify Equity.
Methodology, Assumptions & Data Sources
Simplify Equity's Semi Deviation currently stands at 0.8517. The Semi Deviation for Simplify Equity applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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