BlackRock Standard Deviation
| MDSKX Fund | | | USD 30.87 0.23 0.75% |
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 BlackRock's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
At 1.36, BlackRock's Standard Deviation indicates moderate price variability. This places BlackRock within the typical volatility range for BlackRock Funds.
Standard Deviation | = | SQRT(V) |
| = | 1.36 | |
Standard Deviation Peers Comparison
BlackRock's Standard Deviation of 1.36 falls above the 1.0 peer average. Values range from 0.693 (Balanced Fund Class) to 1.37 (BlackRock Sm Cap), with moderate dispersion across the group. BlackRock 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 BlackRock 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.
BlackRock's Maximum Drawdown of
5.90 runs about
4.32 times its Standard Deviation of
1.36 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for BlackRock.
Methodology, Assumptions & Data Sources
BlackRock's Standard Deviation currently stands at 1.36. The Standard Deviation for BlackRock applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. BlackRock operates in the small blend sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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