ETFS Wheat Semi Deviation

WEAT -- UK ETF  

USD 0.68  0.004  0.58%

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ETFS Wheat ETC has current Semi Deviation of 1.88. 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.
ETFS Wheat 
Semi Deviation 
=  
SQRT(SV) 
 = 
1.88
SQRT =   Square root notation
SV =   ETFS Wheat semi variance of returns over selected period

Semi Deviation Comparison

ETFS Wheat ETC cannot be rated in Semi Deviation category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  5.51  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for ETFS Wheat ETC is roughly  5.51 
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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