Industrial Select Semi Deviation
| XLI ETF | | | USD 174.40 -0.64 -0.37% |
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 Industrial Select's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Industrial Select has a Semi Deviation of 1.16, indicating moderate price variability. This places Industrial Select within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.16 | |
Semi Deviation Peers Comparison
The peer group averages 0.89 for Semi Deviation, with Industrial Select at 1.16 falling above that level. Readings span 0.6905 (iShares Core SAMPP) to 1.09 (SPDR SAMPP MIDCAP). Industrial Select 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 Industrial Select 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
1.16 for Semi Deviation and
5.37 for Maximum Drawdown, Industrial Select's cross-indicator ratio sits almost
4.65 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for Industrial Select.
Methodology, Assumptions & Data Sources
The current Semi Deviation for Industrial Select is 1.16. This Semi Deviation reading for Industrial Select 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. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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