Fidelity Disruptive Standard Deviation
| FDFF ETF | | | 33.69 -0.22 -0.65% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is Fidelity Disruptive's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
Fidelity Disruptive registers a Standard Deviation of 1.43, reflecting moderate price variability. This places Fidelity Disruptive within the typical volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 1.43 | |
Standard Deviation Peers Comparison
Among sector peers, Fidelity Disruptive's Standard Deviation of 1.43 is below the 2.24 group average. The range runs from 0.3161 (FundX Investment Trust) to 10.36 (PortfolioPlus Emerging Markets). Fidelity Disruptive 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 Fidelity Disruptive 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.
Fidelity Disruptive records a Standard Deviation of
1.43 and a Maximum Drawdown of
5.97 , yielding roughly
4.19 units of Maximum Drawdown per Standard Deviation. This indicates Maximum Drawdown is significantly higher than Standard Deviation for Fidelity Disruptive.
Methodology, Assumptions & Data Sources
Fidelity Disruptive has a current Standard Deviation reading of 1.43. This Standard Deviation reading for Fidelity Disruptive results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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