SPDR DoubleLine Semi Deviation
| TOTL ETF | | | USD 39.92 0.05 0.13% |
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 SPDR DoubleLine's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
With Semi Deviation at 0.2316, SPDR DoubleLine shows low price variability. This places SPDR DoubleLine at the lower end of the volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 0.2316 | |
Semi Deviation Peers Comparison
Among sector peers, SPDR DoubleLine's Semi Deviation of 0.2316 is below the 0.69 group average. The range runs from 0.1723 (iShares Intermediate GovernmentCredit) to 1.29 (Vanguard Materials Index). SPDR DoubleLine 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 SPDR DoubleLine 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.
The Maximum Drawdown-to-Semi Deviation ratio for SPDR DoubleLine sits near
4.67 , with Semi Deviation at
0.23 and Maximum Drawdown at
1.08 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for SPDR DoubleLine.
Methodology, Assumptions & Data Sources
SPDR DoubleLine has a current Semi Deviation reading of 0.2316. This Semi Deviation reading for SPDR DoubleLine results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. 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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