Invesco Diversified Standard Deviation
| DDFIX Fund | | | USD 18.10 -0.18 -0.98% |
The Standard Deviation calculation for Invesco Diversified draws on price and volume history. Additional screening context is available through
Equity Screeners.
Investing Opportunities frames the approach to diversified portfolio design. The portfolio structure determines how individual positions contribute to the whole. The portfolio reflects a holding in Invesco Diversified Dividend. The relative size of each holding follows the allocation framework. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Invesco Diversified Dividend has current Standard Deviation of 0.6525. The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities.
Standard Deviation | = | SQRT(V) |
| = | 0.6525 | |
Standard Deviation Peers Comparison
Standard Deviation Relative To Other Indicators
Invesco Diversified Dividend is rated
below average in standard deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
4.64 of Maximum Drawdown per Standard Deviation. At
4.64 , Invesco Diversified Dividend's Maximum Drawdown-to-Standard Deviation multiple reflects the spread between these metrics
Standard deviation is applied to the annual rate of return of an investment to measure the investment's volatility. Standard deviation is also known as historical volatility and is used by investors as a gauge for the amount of expected market volatility. A large standard deviation usually indicates that the data points are far from the mean and a small standard deviation indicates that they are clustered closely around the mean.
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