IQ Candriam Standard Deviation
| IQSI ETF | | | USD 37.61 -0.24 -0.63% |
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 IQ Candriam's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
IQ Candriam has a Standard Deviation of 1.37, indicating moderate price variability. This places IQ Candriam within the typical volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 1.37 | |
Standard Deviation Peers Comparison
Relative to peers, IQ Candriam's Standard Deviation is above the group average of 1.2. Peer readings range from 0.751 (ProShares SAMPP 500) to 1.54 (Janus Henderson Small), reflecting moderate dispersion across the sector. IQ Candriam has exhibited greater 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 IQ Candriam 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.
At
1.37 for Standard Deviation and
5.90 for Maximum Drawdown, IQ Candriam's cross-indicator ratio sits almost
4.29 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for IQ Candriam.
Methodology, Assumptions & Data Sources
IQ Candriam's Standard Deviation currently stands at 1.37. Standard Deviation for IQ Candriam is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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