Pacer Swan Mean Deviation
| PSFJ ETF | | | USD 34.69 0.02 0.06% |
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 Pacer Swan's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
At 0.3833, Pacer Swan's Mean Deviation indicates low price variability. This places Pacer Swan at the lower end of the volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.3833 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Pacer Swan |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
The peer group averages 0.44 for Mean Deviation, with Pacer Swan at 0.3833 falling below that level. Readings span 0.1241 (Innovator Premium Income) to 0.8246 (ProShares SAMPP 500). Pacer Swan 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 Pacer Swan 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.
Pacer Swan registers Mean Deviation at
0.38 against Maximum Drawdown at
2.10 , producing a
5.49 multiple between them. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Pacer Swan.
Methodology, Assumptions & Data Sources
The current Mean Deviation for Pacer Swan is 0.3833. Mean Deviation for Pacer Swan is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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