Allianzgi Equity Standard Deviation
| NIE Fund | | | USD 26.40 -0.17 -0.64% |
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 Allianzgi Equity's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
Allianzgi Equity has a Standard Deviation of 0.951, indicating low price variability. This places Allianzgi Equity at the lower end of the volatility range for Fund Funds.
Standard Deviation | = | SQRT(V) |
| = | 0.951 | |
Standard Deviation Peers Comparison
Relative to peers, Allianzgi Equity's Standard Deviation is below the group average of 1.13. Peer readings range from 0.7545 (Western Asset Diversified) to 2.45 (Ultranasdaq 100 Profund Ultranasdaq 100), reflecting wide dispersion across the sector. Allianzgi 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 Allianzgi 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.
With Standard Deviation at
0.95 and Maximum Drawdown at
4.11 , Allianzgi Equity shows a
4.32 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Standard Deviation for Allianzgi Equity.
Methodology, Assumptions & Data Sources
Allianzgi Equity's Standard Deviation currently stands at 0.951. The Standard Deviation for Allianzgi Equity 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. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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