VANGUARD TARGET Variance

VTINX Fund  USD 13.72  -0.14  -1.01%   
This module presents the Variance indicator for Vanguard Target Retirement using available market inputs. The underlying data comes from exchange-reported trading records. Diversification context is available through World Market Map. Diversification context helps frame allocation across holdings. Diversified allocation aims to distribute exposure across multiple positions. This view summarizes available data without implying outcomes. This suggests a position in Vanguard Target Retirement. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. 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 inflation.
Vanguard Target Retirement has current Variance of 0.0987. 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

 = 
0.0987
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 Target Retirement is rated below average in variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 15.21 of Maximum Drawdown per Variance. At 15.21 , Vanguard Target Retirement'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 TARGET to Peers

Other Technical Indicators