TD Q Standard Deviation

TQCD ETF  CAD 26.13  -0.30  -1.14%   
The Standard Deviation reading for TD Q Canadian is computed from historical trading observations. Broader indicator relationships are reflected within Equity Screeners. Diversification context is available through World Market Map. All metrics are derived from available inputs and shown for reference. Portfolio tools allow users to monitor TD Q Canadian alongside other positions. Portfolio views show how individual holdings contribute to aggregate returns. Broader economic conditions can influence TD Q Canadian's ETF valuation — related indicators include signals in state.
TD Q Canadian has current Standard Deviation of 0.8209. 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)

 = 
0.8209
SQRT = Square root notation
V =   Variance of TD Q returns

Standard Deviation Peers Comparison

Standard Deviation Relative To Other Indicators

TD Q Canadian lands at #5 in standard deviation against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing 4.57 in Maximum Drawdown for each unit of Standard Deviation. The spread between Maximum Drawdown and Standard Deviation for TD Q Canadian sits at 4.57
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 TD Q to Peers

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