Kensington Managed Standard Deviation
| KAMIX Fund | | | USD 9.63 0.02 0.21% |
Technical inputs supporting the Standard Deviation indicator for Kensington Managed Income are shown here. Additional screening context is available through
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Correlation Analysis provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. Including Kensington Managed Income in a portfolio enables allocation and risk analysis. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence Kensington Managed Income's mutual fund valuation — related indicators include
signals in gross domestic product.
Kensington Managed Income has current Standard Deviation of 0.1929. 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) |
| = | 0.1929 | |
Standard Deviation Peers Comparison
Standard Deviation Relative To Other Indicators
Kensington Managed Income is rated
below average in standard deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
4.84 of Maximum Drawdown per Standard Deviation. At
4.84 , Kensington Managed Income'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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