ProShares UltraPro Semi Deviation

TTT ETF  USD 66.89  -0.09  -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 ProShares UltraPro's current Semi Deviation with peer comparisons and related risk metrics.

Current Semi Deviation Value

ProShares UltraPro's Semi Deviation of 0 reflects low price variability. This places ProShares UltraPro at the lower end of the volatility range for ETF.

Semi Deviation

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SQRT(SV)

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0
SQRT = Square root notation
SV =   ProShares UltraPro semi variance of returns over selected period

Semi Deviation Peers Comparison

Semi Deviation Relative To Other Indicators

The chart below plots Semi Deviation against Maximum Drawdown for ProShares UltraPro 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.
Compare ProShares UltraPro to Peers

Methodology, Assumptions & Data Sources

ProShares UltraPro has a current Semi Deviation reading of 0. The Semi Deviation for ProShares UltraPro applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.

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