VANGUARD LIFESTRATEGY Mean Deviation
| VASGX Fund | | | USD 54.67 -0.35 -0.64% |
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 VANGUARD LIFESTRATEGY's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
At 0.6776, VANGUARD LIFESTRATEGY's Mean Deviation indicates low price variability. This places VANGUARD LIFESTRATEGY at the lower end of the volatility range for Vanguard Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.6776 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of VANGUARD LIFESTRATEGY |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Among sector peers, VANGUARD LIFESTRATEGY's Mean Deviation of 0.6776 is below the 0.87 group average. The range runs from 0.4064 (Vanguard Lifestrategy Servative) to 1.2 (T Rowe Price). VANGUARD LIFESTRATEGY 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 Vanguard Lifestrategy 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.
VANGUARD LIFESTRATEGY's Maximum Drawdown of
3.53 runs about
5.21 times its Mean Deviation of
0.68 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for VANGUARD LIFESTRATEGY.
Methodology, Assumptions & Data Sources
VANGUARD LIFESTRATEGY's Mean Deviation currently stands at 0.6776. The Mean Deviation for VANGUARD LIFESTRATEGY applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. VANGUARD LIFESTRATEGY operates in the target risk funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
Other Technical Indicators