Vanguard Funds Semi Deviation

ETFs . Mexico . 
ETF . Vanguard Funds Public
VDCAN ETF  MXN 1,061  -1.19  -0.11%   
The Semi Deviation profile for Vanguard Funds below includes current and historical values with sector peer benchmarks. Readings recalculate as new trading sessions complete, incorporating the latest market data. Review Vanguard Funds Volatility and Vanguard Funds Price History for a broader perspective on Vanguard Funds.
  

Current Semi Deviation Value

A Semi Deviation of 0 for Vanguard Funds signals low price variability. This places Vanguard Funds at the lower end of the volatility range for ETF.

Semi Deviation

=

SQRT(SV)

 = 
0
SQRT = Square root notation
SV =   Vanguard Funds semi variance of returns over selected period

Semi Deviation Peers Comparison

Semi Deviation Relative To Other Indicators

The chart below plots Semi Deviation against Maximum Drawdown for Vanguard Funds and its peers. Each point represents one equity — position along the horizontal axis shows Semi 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.
Compare Vanguard Funds to Peers

Methodology, Assumptions & Data Sources

The current Semi Deviation for Vanguard Funds is 0. The Semi Deviation for Vanguard Funds applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance-0.02
Market Risk Adjusted Performance0.4586
Mean Deviation0.4509
Coefficient Of Variation-8,290
Standard Deviation0.6362
Variance0.4048
Information Ratio-0.02
Jensen Alpha-0.02
Total Risk Alpha-0.02
Treynor Ratio0.4486
Maximum Drawdown3.38
Value At Risk-1.20
Potential Upside0.9531
Skewness0.1545
Kurtosis0.7901
Tools
Analysis
Directory
Company
2026 Macroaxis LLC Made with in San Francisco
Privacy Terms Widgets Feedback
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and conditions page.