Equity Screeners to view more equity screening toolsiPath 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. 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
|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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