GROWTH FUND Coefficient Of Variation
| GFFFX Fund | | | USD 85.03 0.59 0.70% |
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 GROWTH FUND's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
With Coefficient Of Variation at 956.94, GROWTH FUND shows 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 |
| = | 956.94 | |
Coefficient Of Variation Peers Comparison
GROWTH FUND falls above the 926.9 peer average for Coefficient Of Variation. Growth Fund Of leads at 986.04 while American Balanced Fund registers the lowest at 816.44. Relative to peers, GROWTH FUND'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 Growth Fund 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.
GROWTH FUND's Maximum Drawdown of
4.88 runs about
0.01 times its Coefficient Of Variation of
956.94 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for GROWTH FUND. At
196.01 , Growth Fund Of's Coefficient Of Variation-to-Maximum Drawdown multiple reflects the spread between these metrics
Methodology, Assumptions & Data Sources
GROWTH FUND has a current Coefficient Of Variation reading of 956.94. The Coefficient Of Variation for GROWTH FUND 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. GROWTH FUND operates in the large growth funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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