Vanguard Intermediate Mean Deviation
| VCIT ETF | | | USD 82.89 0.29 0.35% |
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 Intermediate's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
At 0.2523, Vanguard Intermediate exhibits low price variability in Mean Deviation. This places Vanguard Intermediate at the lower end of the volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.2523 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Vanguard Intermediate |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Relative to peers, Vanguard Intermediate's Mean Deviation is below the group average of 0.29. Peer readings range from 0.0186 (iShares 0 3 Month) to 0.7687 (Vanguard Small Cap Value), reflecting wide dispersion across the sector. Vanguard Intermediate 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 Intermediate 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.
Comparing Mean Deviation (
0.25 ) to Maximum Drawdown (
1.42 ) for Vanguard Intermediate yields a
5.64 multiple. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Vanguard Intermediate.
Methodology, Assumptions & Data Sources
Vanguard Intermediate has a current Mean Deviation reading of 0.2523. The Mean Deviation for Vanguard Intermediate applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. 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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