Vanguard Limited Mean Deviation
| VMLUX Fund | | | USD 10.97 0.01 0.09% |
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 Limited's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
Vanguard Limited registers a Mean Deviation of 0.0621, reflecting low price variability. This places Vanguard Limited at the lower end of the volatility range for Mutual Fund Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.0621 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Vanguard Limited |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
The peer group averages 0.79 for Mean Deviation, with Vanguard Limited at 0.0621 falling below that level. Readings span 0.0595 (Janus Detroit Street) to 1.71 (VanEck Semiconductor ETF). Vanguard Limited 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 Limited 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.
Vanguard Limited's Maximum Drawdown of
0.64 runs about
10.27 times its Mean Deviation of
0.06 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for Vanguard Limited.
Methodology, Assumptions & Data Sources
Vanguard Limited's Mean Deviation currently stands at 0.0621. This Mean Deviation reading for Vanguard Limited results from applying the indicator's calculation rules to price and volume data over the selected window. 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.
Other Technical Indicators