|First Trust Japan AlphaDEX ETF -- USA Etf|| |
USD 58.99 0.0014 0.0024%
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First Trust Japan AlphaDEX ETF has current Semi Deviation of 1.39. 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.
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Semi Deviation Comparison
First Trust Japan AlphaDEX ETF is one of the top ETFs in semi deviation as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 3.68
of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for First Trust Japan AlphaDEX ETF is roughly 3.68
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.