ETFS Bloomberg Semi Deviation

ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr -- USA Etf  

USD 26.91  0.13  0.48%

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ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr has current Semi Deviation of 0.2762. 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.
ETFS Bloomberg 
Semi Deviation 
=  
SQRT(SV) 
 = 
0.2762
SQRT =   Square root notation
SV =   ETFS Bloomberg semi variance of returns over selected period

Semi Deviation Comparison

ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr is second largest ETF in semi deviation as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  11.01  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr is roughly  11.01 
Semideviation is the square root of semi variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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