CI Marret Semi Deviation

CMAR Etf  CAD 18.17  0.02  0.11%   
CI Marret semi-deviation technical analysis lookup allows you to check this and other technical indicators for CI Marret Alternative or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
CI Marret Alternative has current Semi Deviation of 0.2318. 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.

Semi Deviation

=

SQRT(SV)

 = 
0.2318
SQRT = Square root notation
SV =   CI Marret semi variance of returns over selected period

CI Marret Semi Deviation Peers Comparison

0.660.231.140.000.14100%

CMAR Semi Deviation Relative To Other Indicators

CI Marret Alternative is fifth 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  8.13  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for CI Marret Alternative is roughly  8.13 
JavaScript chart by amCharts 3.21.15CMAGFGOCAGGFSBCMAR 0123456789 00.20.40.60.81.01.2
Semi-deviation 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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