LGM Risk Standard Deviation

Key Indicators . Standard Deviation . Mutual Funds USA . 
Fund . Lgm Risk Managed
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 LGM Risk's current Standard Deviation with peer comparisons and related risk metrics.

Current Standard Deviation Value

The Standard Deviation of 0 for LGM Risk indicates low price variability. This places LGM Risk at the lower end of the volatility range for Mutual Fund Funds.

Standard Deviation

=

SQRT(V)

 = 
0
SQRT = Square root notation
V =   Variance of LGM Risk returns

Standard Deviation Peers Comparison

Standard Deviation Relative To Other Indicators

The chart below plots Standard Deviation against Maximum Drawdown for Lgm Risk 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.

Methodology, Assumptions & Data Sources

The current Standard Deviation for LGM Risk is 0. Standard Deviation for LGM Risk is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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