ClaymoreDelta Global Semi Deviation

ClaymoreDelta Global Shipping -- USA Etf  

USD 12.03  0.11  0.91%

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ClaymoreDelta Global Shipping has current Semi Deviation of 0.517. 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.
ClaymoreDelta Global 
Semi Deviation 
=  
SQRT(SV) 
 = 
0.517
SQRT =   Square root notation
SV =   ClaymoreDelta Global semi variance of returns over selected period

Semi Deviation Comparison

ClaymoreDelta Global Shipping is rated below average in semi deviation as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  6.95  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for ClaymoreDelta Global Shipping is roughly  6.95 
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 ClaymoreDelta Global to competition
The fund invests at least 90 percent of total assets in common stock, American depositary receipts , global depositary receipts and master limited partnerships that comprise th... more
NameClaymoreDelta Global Shipping
Macroaxis Advice
InstrumentUSA Etf ETF Directory
RegionGlobal
Investment IssuerGuggenheim
ExchangeArchipelago Exchange
CurrencyUSD - US Dollar
IssuerGuggenheim
DescriptionGuggenheim Shipping ETF
Inception Date2010-06-11
BenchmarkDow Jones Global Shipping USD
Entity TypeRegulated Investment Company
Asset Under Management104.4 Million
Average Trading Valume104,102
Asset TypeEquity
CategoryStrategy
FocusTheme
Market ConcentrationBlended Development
RegionGlobal
AdministratorMUFG Investor Services (US), LLC
AdvisorGuggenheim Funds Investment Advisors, LLC
CustodianThe Bank of New York Mellon Corporation
DistributorGuggenheim Funds Distributors, Inc.
Portfolio ManagerMichael P. Byrum, James R. King, Cindy Gao
Transfer AgentThe Bank of New York Mellon Corporation
Fiscal Year EndMay 31
ExchangeNYSE Arca, Inc.
Number of Constituents26.0
Market MakerJane Street Capital
Total Expense0.65
Management Fee0.65