American Funds Coefficient Of Variation
| FPPPX Fund | | | USD 9.48 0.02 0.21% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is American Funds's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
American Funds's Coefficient Of Variation of 4315.68 reflects high dispersion relative to expected return — volatility substantially exceeds the return signal. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | 4315.68 | |
Coefficient Of Variation Peers Comparison
Among sector peers, American Funds's Coefficient Of Variation of 4315.68 is above the 1653.84 group average. The range runs from 1066.99 (American Beacon Sim) to 2688.51 (Federated Institutional High). Relative to peers, American Funds's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for American Funds and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation 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.
American Funds's Maximum Drawdown of
0.64 runs about
0.0001 times its Coefficient Of Variation of
4,316 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for American Funds. At
6,778 , American Funds Preservation's Coefficient Of Variation-to-Maximum Drawdown multiple reflects the spread between these metrics
Methodology, Assumptions & Data Sources
The current Coefficient Of Variation for American Funds is 4315.68. The Coefficient Of Variation for American Funds applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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