TIMOTHY PLAN Coefficient Of Variation
| TPIAX Fund | | | USD 17.48 0.48 2.82% |
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 TIMOTHY PLAN's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
The Coefficient Of Variation of 1378.96 for TIMOTHY PLAN indicates 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 |
| = | 1378.96 | |
Coefficient Of Variation Peers Comparison
Relative to peers, TIMOTHY PLAN's Coefficient Of Variation is above the group average of 1170.08. Peer readings range from 443.23 (Matthews Asia Esg) to 3322.5 (Timothy Plan Small), reflecting wide dispersion across the sector. Relative to peers, TIMOTHY PLAN's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Timothy Plan 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.
TIMOTHY PLAN's Maximum Drawdown of
6.35 runs about
0.0046 times its Coefficient Of Variation of
1,379 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for TIMOTHY PLAN. At
217.16 , Timothy Plan International's Coefficient Of Variation-to-Maximum Drawdown multiple reflects the spread between these metrics
Methodology, Assumptions & Data Sources
TIMOTHY PLAN's Coefficient Of Variation currently stands at 1378.96. Coefficient Of Variation for TIMOTHY PLAN is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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