TCM SMALL Mean Deviation
| TCMSX Fund | | | USD 53.32 0.45 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 TCM SMALL's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
TCM SMALL's Mean Deviation of 1.32 reflects moderate price variability. This places TCM SMALL within the typical volatility range for TCM Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 1.32 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of TCM SMALL |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
TCM SMALL falls above the 0.95 peer average for Mean Deviation. Transamerica Capital Growth leads at 1.71 while First Eagle Value registers the lowest at 0.5825. TCM SMALL has exhibited greater 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 Tcm Small 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.
TCM SMALL's Maximum Drawdown of
7.74 runs about
5.86 times its Mean Deviation of
1.32 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for TCM SMALL.
Methodology, Assumptions & Data Sources
The current Mean Deviation for TCM SMALL is 1.32. The Mean Deviation for TCM SMALL applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. TCM SMALL operates in the small growth sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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