Intal High Mean Deviation
| DIHRX Fund | | | USD 16.57 0.18 1.10% |
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 Intal High's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
Intal High's Mean Deviation of 0.9645 reflects low price variability. This places Intal High at the lower end of the volatility range for Mutual Fund Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.9645 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Intal High |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Among sector peers, Intal High's Mean Deviation of 0.9645 is above the 0.9 group average. The range runs from 0.1454 (California High Yield Municipal) to 1.25 (Emerging Markets Fund). Intal High has exhibited greater 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 Intal High 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.
Intal High's Maximum Drawdown of
5.63 runs about
5.83 times its Mean Deviation of
0.96 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for Intal High.
Methodology, Assumptions & Data Sources
Intal High has a current Mean Deviation reading of 0.9645. Intal High's Mean Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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