Vanguard Multi-Sector Mean Deviation
| VMSIX Fund | | | USD 9.18 -0.01 -0.11% |
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 Multi-Sector's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
Vanguard Multi-Sector carries a Mean Deviation of 0.1593, consistent with low price variability. This places Vanguard Multi-Sector at the lower end of the volatility range for Vanguard Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.1593 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of Vanguard Multi-Sector |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
The peer group averages 0.62 for Mean Deviation, with Vanguard Multi-Sector at 0.1593 falling below that level. Readings span 0.1785 (Alternative Asset Allocation) to 1.01 (Thrivent Large Cap). Vanguard Multi-Sector 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 Multi 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 Multi-Sector's Maximum Drawdown of
0.88 runs about
5.55 times its Mean Deviation of
0.16 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for Vanguard Multi-Sector.
Methodology, Assumptions & Data Sources
Vanguard Multi-Sector's Mean Deviation currently stands at 0.1593. This Mean Deviation reading for Vanguard Multi-Sector results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Vanguard Multi-Sector operates in the multisector bond sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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