|OIL -- USA iPath Goldman Sachs Crude Oil Total Return Index ETN|| |
USD 1,694 0.50 0.0295%
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iPath SP GSCI Crude Oil TR ETN has current Semi Deviation of 0. 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
iPath SP GSCI Crude Oil TR ETN cannot be rated in Semi Deviation category at this point. It cannot be rated in Maximum Drawdown category at this point. .
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.