Empowered Funds Standard Deviation

CCMGDelisted ETF   33.84  -0.14  -0.41%   
This reference presents Standard Deviation data for Empowered Funds, including the current value, historical trend, and peer comparisons. The value is best assessed relative to both the instrument's historical range and peer distribution. Empowered Funds Volatility and Empowered Funds Price History provide added context for Empowered Funds.
  

Current Standard Deviation Value

At 0.9101, Empowered Funds exhibits low price variability in Standard Deviation. This places Empowered Funds at the lower end of the volatility range for ETF.

Standard Deviation

=

SQRT(V)

 = 
0.9101
SQRT = Square root notation
V =   Variance of Empowered Funds returns

Standard Deviation Peers Comparison

The peer group averages 1.16 for Standard Deviation, with Empowered Funds at 0.9101 falling below that level. Readings span 0.7825 (Schwab Fundamental Broad) to 1.73 (VanEck Oil Services). Empowered Funds has exhibited less price dispersion than the peer average over the measured period.

Standard Deviation Relative To Other Indicators

The chart below plots Standard Deviation against Maximum Drawdown for Empowered Funds and its peers. Each point represents one equity — position along the horizontal axis shows Standard Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Empowered Funds records a Standard Deviation of 0.91 and a Maximum Drawdown of 3.75 , yielding roughly 4.12 units of Maximum Drawdown per Standard Deviation. This indicates Maximum Drawdown is significantly higher than Standard Deviation for Empowered Funds.

Methodology, Assumptions & Data Sources

Empowered Funds has a current Standard Deviation reading of 0.9101. The Standard Deviation for Empowered Funds applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.

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