Vanguard FTSE Standard Deviation

VDYIF OTC   51.74  1.38  2.74%   
The Standard Deviation for Vanguard FTSE is detailed below with current readings, historical data points, and sector comparisons. Equity Screeners allow filtering by Standard Deviation alongside other technical indicators. Context for Vanguard FTSE is enhanced by combining Vanguard FTSE Volatility with Vanguard FTSE Price History.
  

Current Standard Deviation Value

A Standard Deviation of 0.572 for Vanguard FTSE signals low price variability. This places Vanguard FTSE at the lower end of the volatility range for OTC Etf.

Standard Deviation

=

SQRT(V)

 = 
0.572
SQRT = Square root notation
V =   Variance of Vanguard FTSE returns

Standard Deviation Peers Comparison

Vanguard FTSE's Standard Deviation of 0.572 falls below the 1.75 peer average. Values range from 0.4426 (FT Vest Equity) to 3.61 (Zillow Group Class), with wide dispersion across the group. Vanguard FTSE 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 FTSE 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 FTSE records a Standard Deviation of 0.57 and a Maximum Drawdown of 4.32 , yielding roughly 7.55 units of Maximum Drawdown per Standard Deviation. This indicates Maximum Drawdown substantially exceeds Standard Deviation for Vanguard FTSE.
Compare Vanguard FTSE to Peers

Methodology, Assumptions & Data Sources

Vanguard FTSE has a current Standard Deviation reading of 0.572. The Standard Deviation for Vanguard FTSE is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.

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