iPath SP Semi Deviation

iPath SP GSCI Crude Oil TR ETN -- USA Etf  

USD 5.35  0.04  0.74%

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iPath SP GSCI Crude Oil TR ETN has current Semi Deviation of 1.63. 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.
iPath SP 
Semi Deviation 
=  
SQRT(SV) 
 = 
1.63
SQRT =   Square root notation
SV =   iPath SP semi variance of returns over selected period

Semi Deviation Comparison

iPath SP GSCI Crude Oil TR ETN is regarded second largest ETF in semi deviation as compared to similar ETFs. It is rated number one ETF in maximum drawdown as compared to similar ETFs reporting about  4.89  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for iPath SP GSCI Crude Oil TR ETN is roughly  4.89 
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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The SandP GSCI Crude Oil Total Return Index is a subindex of the SandP GSCI Commodity Index. The Index reflects the returns that are potentially available through ... more
NameiPath SP GSCI Crude Oil TR ETN
Macroaxis Advice
InstrumentUSA Etf ETF Directory
ExchangeArchipelago Exchange
CurrencyUSD - US Dollar
IssuerBarclays Capital
DescriptioniPath Goldman Sachs Crude Oil Total Return Index ETN
Inception Date2006-08-15
BenchmarkS&P GSCI Crude Oil Excess Return
Asset Under Management725.19 Million
Average Trading Valume2.31 Million
Asset TypeCommodities
CategoryEnergy
FocusCrude Oil
Market ConcentrationBlended Development
RegionGlobal
Market MakerVirtu Financial