Quantitative Mean Deviation

Key Indicators . Mean Deviation . Mutual Funds USA . 
Fund . Quantitative Longshort Equity
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 Quantitative's current Mean Deviation with peer comparisons and related risk metrics.

Current Mean Deviation Value

With Mean Deviation at 0, Quantitative shows low price variability. This places Quantitative at the lower end of the volatility range for Mutual Fund Funds.

Mean Deviation

 = 

SUM(RET DEV)

N

 = 
0
SUM = Summation notation
RET DEV = Sum of return deviations of Quantitative
N = Number of calculation points for selected time horizon

Mean Deviation Peers Comparison

Mean Deviation Relative To Other Indicators

The chart below plots Mean Deviation against Maximum Drawdown for Quantitative Longshort 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.

Methodology, Assumptions & Data Sources

Quantitative has a current Mean Deviation reading of 0. Mean Deviation for Quantitative is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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