Rational/Pier Standard Deviation
| PBXIX Fund | | | USD 11.40 0.02 0.18% |
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 Rational/Pier's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
Rational/Pier's Standard Deviation of 0.4908 reflects low price variability. This places Rational/Pier at the lower end of the volatility range for Rational Funds.
Standard Deviation | = | SQRT(V) |
| = | 0.4908 | |
Standard Deviation Peers Comparison
Relative to peers, Rational/Pier's Standard Deviation is above the group average of 0.42. Peer readings range from 0.1243 (Vanguard Money Market) to 0.71 (BlackRock Exchange Portfolio), reflecting wide dispersion across the sector. Rational/Pier 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 Rationalpier 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.
Rational/Pier's Maximum Drawdown of
2.06 runs about
4.20 times its Standard Deviation of
0.49 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for Rational/Pier.
Methodology, Assumptions & Data Sources
The current Standard Deviation for Rational/Pier is 0.4908. The Standard Deviation for Rational/Pier applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Rational/Pier operates in the convertibles sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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