DB Physical Semi Deviation vs. Coefficient Of Variation

XGLS Stock   1,350  15.75  1.18%   
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DB Physical Gold has current Semi Deviation of 1.1. 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)

 = 
1.1
SQRT = Square root notation
SV =   DB Physical semi variance of returns over selected period

DB Physical Semi Deviation Peers Comparison

XGLS Semi Deviation Relative To Other Indicators

DB Physical Gold is rated fifth in semi deviation category among its peers. It is rated second in coefficient of variation category among its peers making about  11,489  of Coefficient Of Variation per Semi Deviation. The ratio of Coefficient Of Variation to Semi Deviation for DB Physical Gold is roughly  11,489 
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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