Vanguard SAMPP Standard Deviation
| IVOG ETF | | | USD 139.02 -2.06 -1.46% |
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 Vanguard SAMPP's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
At 1.35, Vanguard SAMPP's Standard Deviation indicates moderate price variability. This places Vanguard SAMPP within the typical volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 1.35 | |
Standard Deviation Peers Comparison
Vanguard SAMPP falls above the 1.1 peer average for Standard Deviation. Vanguard Russell 2000 leads at 1.54 while SPDR MSCI USA registers the lowest at 0.6749. Vanguard SAMPP 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 Vanguard SAMPP 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.
Vanguard SAMPP records a Standard Deviation of
1.35 and a Maximum Drawdown of
5.31 , yielding roughly
3.94 units of Maximum Drawdown per Standard Deviation. This indicates Maximum Drawdown is significantly higher than Standard Deviation for Vanguard SAMPP.
Methodology, Assumptions & Data Sources
Vanguard SAMPP has a current Standard Deviation reading of 1.35. This Standard Deviation reading for Vanguard SAMPP results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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