Vanguard Small Standard Deviation
| VBR ETF | | | USD 232.12 -1.45 -0.62% |
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 Vanguard Small's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
A Standard Deviation of 1.02 for Vanguard Small signals moderate price variability. This places Vanguard Small within the typical volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 1.02 | |
Standard Deviation Peers Comparison
Vanguard Small falls below the 1.08 peer average for Standard Deviation. Vanguard Small Cap Growth leads at 1.52 while Vanguard Balanced Index registers the lowest at 0.6895. Vanguard Small 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 Vanguard Small 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.
Vanguard Small's Standard Deviation reads
1.02 while Maximum Drawdown reads
4.42 , a
4.32 ratio between the two. This indicates Maximum Drawdown is significantly higher than Standard Deviation for Vanguard Small.
Methodology, Assumptions & Data Sources
Vanguard Small's Standard Deviation currently stands at 1.02. Standard Deviation for Vanguard Small is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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