VANGUARD CALIFORNIA Variance

VCADX Fund  USD 11.48  -0.07  -0.61%   
This dataset for Vanguard California Intermediate Term reflects inputs used in the Variance calculation. Data availability for the calculation period determines indicator completeness. Portfolio design and allocation context appear in World Market Map. The view supports a broader understanding of portfolio structure. This reflects a position in Vanguard California Intermediate Term. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in median.
Vanguard California Intermediate Term has current Variance of 0.0238. 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)2

N

 = 
0.0238
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

Vanguard California Intermediate Term is rated below average in variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 39.99 of Maximum Drawdown per Variance. At 39.99 , Vanguard California Intermediate Term'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. Compare VANGUARD CALIFORNIA to Peers

Other Technical Indicators