Vanguard Commodity Coefficient Of Variation
| VCMDX Fund | | | USD 32.07 0.30 0.94% |
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 Vanguard Commodity's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
The Coefficient Of Variation of 486.25 for Vanguard Commodity 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 |
| = | 486.25 | |
Coefficient Of Variation Peers Comparison
Vanguard Commodity's Coefficient Of Variation of 486.25 falls above the -977.97 peer average. Values range from -16229.8247 (iShares MSCI Germany) to 3582.56 (Invesco Total Return), with tight clustering across the group. Relative to peers, Vanguard Commodity'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 Vanguard Commodity 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.
Vanguard Commodity's Maximum Drawdown of
6.13 runs about
0.01 times its Coefficient Of Variation of
486.25 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for Vanguard Commodity. At
79.32 , Vanguard Commodity Strategy's Coefficient Of Variation-to-Maximum Drawdown multiple reflects the spread between these metrics
Methodology, Assumptions & Data Sources
Vanguard Commodity has a current Coefficient Of Variation reading of 486.25. This Coefficient Of Variation reading for Vanguard Commodity results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Vanguard Commodity operates in the commodities broad basket sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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