INTERNATIONAL INVESTORS Mean Deviation
| IIGCX Fund | | | USD 22.89 1.46 6.81% |
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 INTERNATIONAL INVESTORS's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
With Mean Deviation at 2.51, INTERNATIONAL INVESTORS shows moderate price variability. This places INTERNATIONAL INVESTORS within the typical volatility range for VanEck Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 2.51 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of INTERNATIONAL INVESTORS |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
The peer group averages 0.93 for Mean Deviation, with INTERNATIONAL INVESTORS at 2.51 falling above that level. Readings span 0.352 (Tcw Emerging Markets) to 1.37 (Templeton Emerging Markets). INTERNATIONAL INVESTORS has exhibited greater price dispersion than the peer average over the measured period.
Mean Deviation Relative To Other Indicators
The chart below plots Mean Deviation against Maximum Drawdown for International Investors 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.
INTERNATIONAL INVESTORS's Maximum Drawdown of
13.40 runs about
5.34 times its Mean Deviation of
2.51 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for INTERNATIONAL INVESTORS.
Methodology, Assumptions & Data Sources
INTERNATIONAL INVESTORS's Mean Deviation currently stands at 2.51. This Mean Deviation reading for INTERNATIONAL INVESTORS results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. INTERNATIONAL INVESTORS operates in the equity precious metals sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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