ETFS Wheat Semi Deviation

ETFS Wheat ETC -- UK ETF  

USD 0.63  0.002  0.32%

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ETFS Wheat ETC has current Semi Deviation of 0.642. 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) 
 = 
0.642
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  5.61  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for ETFS Wheat ETC is roughly  5.61 
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 ETFS Wheat to competition
ETFS Wheat is designed to enable investors to gain an exposure to a total return investment in wheat by tracking the Bloomberg Wheat Subindex plus a collateral return. 1695 is an Exchange Traded Commodity that can be created and redeemed on demand . ETFS Commodity is traded on London Stock Exchange in UK. more
NameETFS Wheat ETC
Macroaxis Advice
InstrumentUK ETF
ExchangeLondon Stock Exchange
CurrencyUSD - US Dollar