Advisorsa Inner Coefficient Of Variation
| SAMT ETF | | | USD 44.70 0.80 1.82% |
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 Advisorsa Inner's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
Advisorsa Inner registers a Coefficient Of Variation of 471.58, reflecting 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 |
| = | 471.58 | |
Coefficient Of Variation Peers Comparison
Advisorsa Inner falls below the 4975.67 peer average for Coefficient Of Variation. Sprott Junior Gold leads at 38982.01 while Parametric Equity Premium registers the lowest at -930.174. Relative to peers, Advisorsa Inner 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 Advisorsa Inner 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.
Comparing Coefficient Of Variation (
471.58 ) to Maximum Drawdown (
4.98 ) for Advisorsa Inner yields a
0.01 multiple. This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for Advisorsa Inner. For The Advisorsa Inner, Coefficient Of Variation stands at
94.70 times Maximum Drawdown
Methodology, Assumptions & Data Sources
Advisorsa Inner's Coefficient Of Variation currently stands at 471.58. This Coefficient Of Variation reading for Advisorsa Inner results from applying the indicator's calculation rules to price and volume data over the selected window. 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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