Aqr Small Coefficient Of Variation
| QSERX Fund | | | USD 21.45 -0.43 -1.97% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is Aqr Small's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
Aqr Small has a Coefficient Of Variation of 949.99, indicating high dispersion relative to expected return — volatility substantially exceeds the return signal. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | 949.99 | |
Coefficient Of Variation Peers Comparison
Among sector peers, Aqr Small's Coefficient Of Variation of 949.99 is below the 1158.45 group average. The range runs from 662.76 (Mndvux) to 2142.39 (Prudential Jennison International). Relative to peers, Aqr Small shows more consistent returns per unit of risk.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Aqr Small and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation 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.
Aqr Small's Maximum Drawdown of
6.02 runs about
0.01 times its Coefficient Of Variation of
949.99 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for Aqr Small. At
157.90 , Aqr Small Cap's Coefficient Of Variation-to-Maximum Drawdown multiple reflects the spread between these metrics
Methodology, Assumptions & Data Sources
Aqr Small has a current Coefficient Of Variation reading of 949.99. The Coefficient Of Variation for Aqr Small 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. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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