AllianzIM Equity Standard Deviation
| MAYT ETF | | | 38.42 0.27 0.71% |
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 AllianzIM Equity's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
AllianzIM Equity's Standard Deviation of 0.4087 reflects low price variability. This places AllianzIM Equity at the lower end of the volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 0.4087 | |
Standard Deviation Peers Comparison
Relative to peers, AllianzIM Equity's Standard Deviation is below the group average of 0.49. Peer readings range from 0.1048 (Innovator ETFs Trust) to 1.02 (LAFFERTENGLER Equity Income), reflecting wide dispersion across the sector. AllianzIM Equity 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 AllianzIM Equity 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.
Comparing Standard Deviation (
0.41 ) to Maximum Drawdown (
1.99 ) for AllianzIM Equity yields a
4.88 multiple. This indicates Maximum Drawdown is significantly higher than Standard Deviation for AllianzIM Equity.
Methodology, Assumptions & Data Sources
The current Standard Deviation for AllianzIM Equity is 0.4087. AllianzIM Equity's Standard Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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