Dynamic Active Standard Deviation
| DXZ Etf | | | CAD 12.63 0.16 1.28% |
Technical inputs supporting the Standard Deviation indicator for Dynamic Active Mid Cap are shown here. The information is based on observed market data across timeframes.
Investing Opportunities provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Portfolio tools allow users to monitor Dynamic Active Mid Cap alongside other positions. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence Dynamic Active Mid Cap's etf valuation — related indicators include
signals in inflation.
Dynamic Active Mid Cap has current Standard Deviation of 0.9136. 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) |
| = | 0.9136 | |
Standard Deviation Peers Comparison
Standard Deviation Relative To Other Indicators
Dynamic Active Mid Cap is rated
below average in standard deviation against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
4.80 in Maximum Drawdown for each unit of Standard Deviation. The spread between Maximum Drawdown and Standard Deviation for Dynamic Active Mid Cap sits at
4.80 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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