Pacer Funds Standard Deviation
| PSFF ETF | | | USD 33.77 -0.07 -0.21% |
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 Pacer Funds's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
Pacer Funds carries a Standard Deviation of 0.4985, consistent with low price variability. This places Pacer Funds at the lower end of the volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 0.4985 | |
Standard Deviation Peers Comparison
Among sector peers, Pacer Funds's Standard Deviation of 0.4985 is below the 1.13 group average. The range runs from 0.4606 (Swan Hedged Equity) to 2.49 (First Trust NASDAQ). Pacer Funds 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 Pacer Funds 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.
Pacer Funds records a Standard Deviation of
0.50 and a Maximum Drawdown of
2.04 , yielding roughly
4.09 units of Maximum Drawdown per Standard Deviation. This indicates Maximum Drawdown is significantly higher than Standard Deviation for Pacer Funds.
Methodology, Assumptions & Data Sources
Pacer Funds' Standard Deviation currently stands at 0.4985. The Standard Deviation for Pacer Funds is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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