Crude Oil Semi Deviation

Crude Oil Strategy Proshares -- USA Etf  

USD 19.95  0.05  0.25%

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Crude Oil Strategy Proshares has current Semi Deviation of 1.22. 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.
Crude Oil 
Semi Deviation 
=  
SQRT(SV) 
 = 
1.22
SQRT =   Square root notation
SV =   Crude Oil semi variance of returns over selected period

Semi Deviation Comparison

Crude Oil Strategy Proshares is regarded second largest ETF in semi deviation as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  4.63  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Crude Oil Strategy Proshares is roughly  4.63 
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.
Compare Crude Oil to competition
The fundand strategy seeks to outperform certain index based strategies by actively managing the rolling of WTI crude oil futures contracts. The fund generally wil... more
NameCrude Oil Strategy Proshares
Macroaxis Advice
InstrumentUSA Etf ETF Directory
ExchangeBATS Exchange
CurrencyUSD - US Dollar
IssuerProShares
DescriptionProShares K 1 Free Crude Oil Strategy ETF
Inception Date2016-09-26
BenchmarkNot Applicable
Entity TypeRegulated Investment Company
Asset Under Management4.96 Million
Average Trading Valume7,134
Asset TypeCommodities
CategoryEnergy
FocusCrude Oil
Market ConcentrationBlended Development
RegionGlobal
AdministratorJ.P. Morgan Investor Services Co.
AdvisorProShare Advisors LLC
CustodianJPMorgan Chase Bank, N.A.
DistributorSEI Investments Distribution Co.
Portfolio ManagerAlexander Ilyasov, Ryan Dofflemeyer
Transfer AgentJPMorgan Chase Bank, N.A.
Fiscal Year EndMay 31
ExchangeBats BZX Exchange, Inc.
Market MakerVirtu Financial
Total Expense0.65
Management Fee0.65