VANGUARD LONG-TERM Variance
| VLGSX Fund | | | USD 18.42 -0.08 -0.43% |
Variance is another measure of security risk that shows the amount of dispersion of equity returns around their mean value. Variance is calculated as the average squared deviations from the mean. Evaluating a set of investment alternatives one can use variance to help determine the volatility when purchasing a specific security. Similar to Standard Deviation, the variance is a measure of how far a set of numbers is spread out around its mean. Below is VANGUARD LONG-TERM's current Variance with peer comparisons and related risk metrics.
Current Variance Value
At 0.3704, VANGUARD LONG-TERM's Variance indicates low price variability. This places VANGUARD LONG-TERM at the lower end of the volatility range for Mutual Fund Funds.
Variance | = | SUM(RET DEV)2N |
| = | 0.3704 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N | = | Number of points for the period |
Variance Peers Comparison
VANGUARD LONG-TERM falls below the 1.05 peer average for Variance. JPMorgan BetaBuilders Japan leads at 2.79 while iShares 0 5 Year registers the lowest at 0.0103. VANGUARD LONG-TERM has exhibited less price dispersion than the peer average over the measured period.
Variance Relative To Other Indicators
The chart below plots Variance against Maximum Drawdown for Vanguard Long and its peers. Each point represents one equity — position along the horizontal axis shows Variance 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 LONG-TERM's Maximum Drawdown of
3.11 runs about
8.40 times its Variance of
0.37 . This indicates Maximum Drawdown substantially exceeds Variance for VANGUARD LONG-TERM.
Methodology, Assumptions & Data Sources
The current Variance for VANGUARD LONG-TERM is 0.3704. VANGUARD LONG-TERM's Variance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. 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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