Cohen Steers Standard Deviation
| RFI Fund | | | USD 11.68 0.06 0.52% |
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 Cohen Steers's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
Cohen Steers's Standard Deviation of 0.956 reflects low price variability. This places Cohen Steers at the lower end of the volatility range for Fund Funds.
Standard Deviation | = | SQRT(V) |
| = | 0.956 | |
Standard Deviation Peers Comparison
Relative to peers, Cohen Steers's Standard Deviation is above the group average of 0.94. Peer readings range from 0.5741 (Doubleline Opportunistic Credit) to 1.46 (Liberty All Star), reflecting moderate dispersion across the sector. Cohen Steers has exhibited greater 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 Cohen Steers 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.
At
0.96 for Standard Deviation and
4.66 for Maximum Drawdown, Cohen Steers's cross-indicator ratio sits almost
4.87 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for Cohen Steers.
Methodology, Assumptions & Data Sources
Cohen Steers' Standard Deviation currently stands at 0.956. Standard Deviation for Cohen Steers 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.
Other Technical Indicators