GLOBAL RESOURCES Standard Deviation
| PSPFX Fund | | | USD 6.73 0.15 2.28% |
Historical market data for Global Resources Fund forms the basis of the Standard Deviation indicator shown here. Related indicator context is organized within
Equity Screeners. Portfolio design and allocation context appear in
Your Equity Center. Portfolio-level transparency adds depth to allocation analysis. Adding Global Resources Fund to a portfolio enables side-by-side comparison with other holdings. Risk and return metrics update as positions are added or adjusted. Broader economic conditions can influence Global Resources Fund's mutual fund valuation — related indicators include
signals in price.
Global Resources Fund has current Standard Deviation of 2.3. 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) |
| = | 2.3 | |
Standard Deviation Peers Comparison
Standard Deviation Relative To Other Indicators
Global Resources Fund ranks first in standard deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
4.47 of Maximum Drawdown per Standard Deviation. At
4.47 , Global Resources Fund'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.
Compare GLOBAL RESOURCES to Peers
Other Technical Indicators