Putnam Focused Standard Deviation
| PVAL ETF | | | USD 48.69 -0.13 -0.27% |
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 Putnam Focused's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
The Standard Deviation of 0.8037 for Putnam Focused indicates low price variability. This places Putnam Focused at the lower end of the volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 0.8037 | |
Standard Deviation Peers Comparison
The peer group averages 1.08 for Standard Deviation, with Putnam Focused at 0.8037 falling below that level. Readings span 0.7976 (JPMorgan Active Value) to 1.22 (Goldman Sachs ActiveBeta). Putnam Focused 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 Putnam Focused 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.
The Maximum Drawdown-to-Standard Deviation ratio for Putnam Focused sits near
4.18 , with Standard Deviation at
0.80 and Maximum Drawdown at
3.36 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for Putnam Focused.
Methodology, Assumptions & Data Sources
Putnam Focused has a current Standard Deviation reading of 0.8037. Standard Deviation for Putnam Focused is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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