SIMT MULTI-STRATEGY Standard Deviation
| SMSAX Fund | | | USD 10.44 -0.03 -0.29% |
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 SIMT MULTI-STRATEGY's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
A Standard Deviation of 0.4114 for SIMT MULTI-STRATEGY signals low price variability. This places SIMT MULTI-STRATEGY at the lower end of the volatility range for Mutual Fund Funds.
Standard Deviation | = | SQRT(V) |
| = | 0.4114 | |
Standard Deviation Peers Comparison
SIMT MULTI-STRATEGY's Standard Deviation of 0.4114 falls below the 1.1 peer average. Values range from 0.1665 (Bramshill Multi Strategy Income) to 1.67 (Baron Emerging Markets), with wide dispersion across the group. SIMT MULTI-STRATEGY 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 Simt Multi 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.
SIMT MULTI-STRATEGY's Maximum Drawdown of
1.77 runs about
4.30 times its Standard Deviation of
0.41 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for SIMT MULTI-STRATEGY.
Methodology, Assumptions & Data Sources
SIMT MULTI-STRATEGY has a current Standard Deviation reading of 0.4114. Standard Deviation for SIMT MULTI-STRATEGY 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 output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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