MATTHEWS JAPAN Mean Deviation
| MJFOX Fund | | | USD 28.01 0.59 2.15% |
The mean deviation of the equity instrument is the first measure of the distances between each value of security historical prices and the mean. It gives us an idea of how spread out from the center the distribution of returns. Below is MATTHEWS JAPAN's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
MATTHEWS JAPAN has a Mean Deviation of 1.35, indicating moderate price variability. This places MATTHEWS JAPAN within the typical volatility range for Mutual Fund Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 1.35 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of MATTHEWS JAPAN |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Among sector peers, MATTHEWS JAPAN's Mean Deviation of 1.35 is above the 0.71 group average. The range runs from 0.0975 (Guggenheim Floating Rate) to 0.9982 (Matthews China Fund). MATTHEWS JAPAN has exhibited greater price dispersion than the peer average over the measured period.
Mean Deviation Relative To Other Indicators
The chart below plots Mean Deviation against Maximum Drawdown for Matthews Japan and its peers. Each point represents one equity — position along the horizontal axis shows Mean 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.
MATTHEWS JAPAN's Maximum Drawdown of
9.51 runs about
7.03 times its Mean Deviation of
1.35 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for MATTHEWS JAPAN.
Methodology, Assumptions & Data Sources
MATTHEWS JAPAN has a current Mean Deviation reading of 1.35. MATTHEWS JAPAN's Mean Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. 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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