HUBER CAPITAL Coefficient Of Variation
| HUDEX Fund | | | USD 27.29 -0.18 -0.66% |
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 HUBER CAPITAL's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
At 1772.89, HUBER CAPITAL's Coefficient Of Variation indicates 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 |
| = | 1772.89 | |
Coefficient Of Variation Peers Comparison
The peer group averages 1276.92 for Coefficient Of Variation, with HUBER CAPITAL at 1772.89 falling above that level. Readings span 478.65 (Wasatch Emerging Markets) to 3058.61 (JPMorgan Diversified Fund). Relative to peers, HUBER CAPITAL'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 Huber Capital 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.
HUBER CAPITAL's Maximum Drawdown of
4.42 runs about
0.0025 times its Coefficient Of Variation of
1,773 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for HUBER CAPITAL. At
400.78 , Huber Capital Diversified's Coefficient Of Variation-to-Maximum Drawdown multiple reflects the spread between these metrics
Methodology, Assumptions & Data Sources
HUBER CAPITAL has a current Coefficient Of Variation reading of 1772.89. The Coefficient Of Variation for HUBER CAPITAL is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
Other Technical Indicators