SavvyShort Geared Standard Deviation
This dataset for SavvyShort Geared Natural reflects inputs used in the Standard Deviation calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals.
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Risk vs Return Analysis to better understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Allocation decisions are shaped by the composition and weighting of holdings. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
SavvyShort Geared Natural has current Standard Deviation of 11.21. 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) |
| = | 11.21 | |
Standard Deviation Peers Comparison
Standard Deviation Relative To Other Indicators
SavvyShort Geared Natural takes the leading position in standard deviation against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
6.63 in Maximum Drawdown for each unit of Standard Deviation. The spread between Maximum Drawdown and Standard Deviation for SavvyShort Geared Natural sits at
6.63 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.
Compare SavvyShort Geared to Peers
Other Technical Indicators