Research Affiliates Standard Deviation
| NIXT ETF | | | 31.11 0.14 0.45% |
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 Research Affiliates's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
Research Affiliates carries a Standard Deviation of 1.4, consistent with moderate price variability. This places Research Affiliates within the typical volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 1.4 | |
Standard Deviation Peers Comparison
Among sector peers, Research Affiliates's Standard Deviation of 1.4 is below the 1.6 group average. The range runs from 0.7557 (Franklin Dividend Booster) to 3.45 (Sprott Copper Miners). Research Affiliates 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 Research Affiliates 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 (
1.40 ) to Maximum Drawdown (
6.59 ) for Research Affiliates yields a
4.72 multiple. This indicates Maximum Drawdown is significantly higher than Standard Deviation for Research Affiliates.
Methodology, Assumptions & Data Sources
Research Affiliates has a current Standard Deviation reading of 1.4. Research Affiliates' Standard Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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