EP EMERGING Variance
| EPASX Fund | | | USD 11.78 0.13 1.12% |
Technical inputs supporting the Variance indicator for Ep Emerging Markets are shown here. Cross-instrument Variance comparisons are available via
Equity Screeners. Use
Investing Opportunities to explore diversified allocation structure. All metrics are derived from available inputs and shown for reference. Portfolio analysis tools can evaluate how Ep Emerging Markets fits within a broader allocation. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Ep Emerging Markets's mutual fund valuation — related indicators include
signals in main economic indicators.
Ep Emerging Markets has current Variance of 0.9353. Variance is another measure of security risk that shows the amount of dispersion of equity returns around their mean value. Variance is calculated as the average squared deviations from the mean. Evaluating a set of investment alternatives one can use variance to help determine the volatility when purchasing a specific security. Similar to Standard Deviation, the variance is a measure of how far a set of numbers is spread out around its mean.
Variance | = | SUM(RET DEV)2N |
| = | 0.9353 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N | = | Number of points for the period |
Variance Peers Comparison
Variance Relative To Other Indicators
Ep Emerging Markets is rated
second in variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
5.70 of Maximum Drawdown per Variance. At
5.70 , Ep Emerging Markets's Maximum Drawdown-to-Variance multiple reflects the spread between these metrics
Variance is also a measure of stock volatility and can help determine the risk an investor might take on when purchasing a specific security. A relatively big variance indicates that the daily prices or returns are far from the mean and a small variance indicates that they are located around the mean.
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