Transamerica Financial Standard Deviation
| IAAEX Fund | | | USD 10.24 0.04 0.39% |
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 Transamerica Financial's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
Transamerica Financial has a Standard Deviation of 0.8448, indicating low price variability. This places Transamerica Financial at the lower end of the volatility range for Mutual Fund Funds.
Standard Deviation | = | SQRT(V) |
| = | 0.8448 | |
Standard Deviation Peers Comparison
Relative to peers, Transamerica Financial's Standard Deviation is below the group average of 0.87. Peer readings range from 0.2272 (Vanguard High Yield Tax Exempt) to 1.34 (Cullen Emerging Markets), reflecting wide dispersion across the sector. Transamerica Financial 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 Transamerica Financial 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.
Transamerica Financial's Maximum Drawdown of
4.13 runs about
4.89 times its Standard Deviation of
0.84 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for Transamerica Financial.
Methodology, Assumptions & Data Sources
Transamerica Financial has a current Standard Deviation reading of 0.8448. Transamerica Financial's Standard Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. 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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