Dimensional Real Mean Deviation
| DFAR ETF | | | USD 25.95 -0.08 -0.31% |
The mean deviation of the equity instrument is the first measure of the distances between each value of security historical prices and the mean. It gives us an idea of how spread out from the center the distribution of returns. Below is Dimensional Real's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
The Mean Deviation of 0.6753 for Dimensional Real indicates low price variability. This places Dimensional Real at the lower end of the volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.6753 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Dimensional Real |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Relative to peers, Dimensional Real's Mean Deviation is below the group average of 0.97. Peer readings range from 0.3617 (Aptus Defined Risk) to 1.94 (ARK Fintech Innovation), reflecting wide dispersion across the sector. Dimensional Real has exhibited less price dispersion than the peer average over the measured period.
Mean Deviation Relative To Other Indicators
The chart below plots Mean Deviation against Maximum Drawdown for Dimensional Real and its peers. Each point represents one equity — position along the horizontal axis shows Mean 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.
Dimensional Real's Mean Deviation reads
0.68 while Maximum Drawdown reads
4.63 , a
6.86 ratio between the two. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Dimensional Real.
Methodology, Assumptions & Data Sources
The current Mean Deviation for Dimensional Real is 0.6753. The Mean Deviation for Dimensional Real applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators