SAAT AGGRESSIVE Mean Deviation
| SSGAX Fund | | | USD 17.75 0.15 0.85% |
The mean deviation of the equity instrument is the first measure of the distances between each value of security historical prices and the mean. It gives us an idea of how spread out from the center the distribution of returns. Below is SAAT AGGRESSIVE's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
With Mean Deviation at 0.7391, SAAT AGGRESSIVE shows low price variability. This places SAAT AGGRESSIVE at the lower end of the volatility range for SEI Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.7391 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of SAAT AGGRESSIVE |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Relative to peers, SAAT AGGRESSIVE's Mean Deviation is below the group average of 0.74. Peer readings range from 0.3135 (Western Asset Investment) to 1.15 (Alger Midcap Growth), reflecting wide dispersion across the sector. SAAT AGGRESSIVE has exhibited less price dispersion than the peer average over the measured period.
Mean Deviation Relative To Other Indicators
The chart below plots Mean Deviation against Maximum Drawdown for Saat Aggressive and its peers. Each point represents one equity — position along the horizontal axis shows Mean 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.
SAAT AGGRESSIVE's Maximum Drawdown of
3.80 runs about
5.14 times its Mean Deviation of
0.74 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for SAAT AGGRESSIVE.
Methodology, Assumptions & Data Sources
The current Mean Deviation for SAAT AGGRESSIVE is 0.7391. This Mean Deviation reading for SAAT AGGRESSIVE results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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