Vanguard Health Mean Deviation
| VHT ETF | | | USD 273.10 0.93 0.34% |
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 Health's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
A Mean Deviation of 0.7229 for Vanguard Health signals low price variability. This places Vanguard Health at the lower end of the volatility range for ETF.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.7229 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Vanguard Health |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
The peer group averages 0.8 for Mean Deviation, with Vanguard Health at 0.7229 falling below that level. Readings span 0.6149 (Vanguard Russell 1000) to 1.2 (Fidelity MSCI Information). Vanguard Health 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 Health 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 (
0.72 ) to Maximum Drawdown (
3.81 ) for Vanguard Health yields a
5.26 multiple. This indicates Maximum Drawdown substantially exceeds Mean Deviation for Vanguard Health.
Methodology, Assumptions & Data Sources
Vanguard Health's Mean Deviation currently stands at 0.7229. The Mean Deviation for Vanguard Health 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. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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