OLD WESTBURY Coefficient Of Variation
| OWLSX Fund | | | USD 22.09 0.06 0.27% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is OLD WESTBURY's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
OLD WESTBURY has a Coefficient Of Variation of 1750.69, indicating high dispersion relative to expected return — volatility substantially exceeds the return signal. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | 1750.69 | |
Coefficient Of Variation Peers Comparison
Among sector peers, OLD WESTBURY's Coefficient Of Variation of 1750.69 is above the 1047.37 group average. The range runs from 709.32 (Prudential Real Estate) to 1215.03 (American Century Global). Relative to peers, OLD WESTBURY's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Old Westbury and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation 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.
OLD WESTBURY's Maximum Drawdown of
3.86 runs about
0.0022 times its Coefficient Of Variation of
1,751 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for OLD WESTBURY. At
453.96 , Old Westbury Large's Coefficient Of Variation-to-Maximum Drawdown multiple reflects the spread between these metrics
Methodology, Assumptions & Data Sources
The current Coefficient Of Variation for OLD WESTBURY is 1750.69. Coefficient Of Variation for OLD WESTBURY is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. OLD WESTBURY operates in the world large-stock growth sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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