SIIT LARGE Standard Deviation
| LCIAX Fund | | | USD 210.21 1.68 0.81% |
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 SIIT LARGE's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
The current Standard Deviation of 0.961 places SIIT LARGE at low price variability. This places SIIT LARGE at the lower end of the volatility range for Mutual Fund Funds.
Standard Deviation | = | SQRT(V) |
| = | 0.961 | |
Standard Deviation Peers Comparison
SIIT LARGE falls below the 1.14 peer average for Standard Deviation. Hennessy Focus Fund leads at 1.72 while Nationwide Sampp 500 registers the lowest at 0.9509. SIIT LARGE 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 Siit Large 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.
SIIT LARGE's Maximum Drawdown of
3.76 runs about
3.91 times its Standard Deviation of
0.96 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for SIIT LARGE.
Methodology, Assumptions & Data Sources
SIIT LARGE has a current Standard Deviation reading of 0.961. This Standard Deviation reading for SIIT LARGE results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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