BlackRock Funds Standard Deviation
| MKECX Fund | | | 19.51 -0.17 -0.86% |
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 Funds's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
A Standard Deviation of 2.04 for BlackRock Funds signals moderate price variability. This places BlackRock Funds within the typical volatility range for Mutual Fund Funds.
Standard Deviation | = | SQRT(V) |
| = | 2.04 | |
Standard Deviation Peers Comparison
BlackRock Funds's Standard Deviation of 2.04 falls above the 0.6 peer average. Values range from 0.2698 (BlackRock Diversified Fixed) to 1.36 (Harbor Diversified International), with wide dispersion across the group. BlackRock Funds 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 Funds 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 Funds's Maximum Drawdown of
9.27 runs about
4.54 times its Standard Deviation of
2.04 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for BlackRock Funds.
Methodology, Assumptions & Data Sources
BlackRock Funds' Standard Deviation currently stands at 2.04. BlackRock Funds' Standard Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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