The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening toolsVelocityShares 3x Inv Natural Gas ETN has current Semi Deviation of 3.24. 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.
|SQRT||=||Square root notation|
|SV||=||VelocityShares 3x semi variance of returns over selected period|
Semi Deviation Comparison
VelocityShares 3x Inv Natural Gas ETN is rated # 3 ETF in semi deviation as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 7.94 of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for VelocityShares 3x Inv Natural Gas ETN is roughly 7.94
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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