ProShares UltraPro Semi Deviation
| UDOW ETF | | | USD 60.70 0.01 0.02% |
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
At 2.55, ProShares UltraPro exhibits moderate price variability in Semi Deviation. This places ProShares UltraPro within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 2.55 | |
Semi Deviation Peers Comparison
ProShares UltraPro falls above the 1.06 peer average for Semi Deviation. ProShares Ultra Dow30 leads at 1.7 while Invesco Dividend Achievers registers the lowest at 0.617. ProShares UltraPro 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 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.
ProShares UltraPro produces
4.92 in Maximum Drawdown for each unit of Semi Deviation, with respective readings of
12.55 and
2.55 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for ProShares UltraPro.
Methodology, Assumptions & Data Sources
ProShares UltraPro's Semi Deviation currently stands at 2.55. This Semi Deviation reading for ProShares UltraPro results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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