T ROWE Mean Deviation
| POMIX Fund | | | USD 77.31 0.60 0.78% |
The mean deviation of the equity instrument is the first measure of the distances between each value of security historical prices and the mean. It gives us an idea of how spread out from the center the distribution of returns. Below is T ROWE's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
The current Mean Deviation of 0.7504 places T ROWE at low price variability. This places T ROWE at the lower end of the volatility range for T. Rowe Price Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.7504 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of T ROWE |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
The peer group averages 0.84 for Mean Deviation, with T ROWE at 0.7504 falling below that level. Readings span 0.5333 (Balanced Fund Class) to 1.27 (Vanguard Mid Cap). T ROWE has exhibited less price dispersion than the peer average over the measured period.
Mean Deviation Relative To Other Indicators
The chart below plots Mean Deviation against Maximum Drawdown for T Rowe and its peers. Each point represents one equity — position along the horizontal axis shows Mean 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.
T ROWE's Maximum Drawdown of
3.86 runs about
5.14 times its Mean Deviation of
0.75 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for T ROWE.
Methodology, Assumptions & Data Sources
T ROWE's Mean Deviation currently stands at 0.7504. This Mean Deviation reading for T ROWE results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. T ROWE operates in the large blend sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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