VANGUARD PACIFIC Kurtosis
| VPADX Fund | | | USD 139.46 4.35 3.22% |
Kurtosis is a measure of the return distribution. In a similar way to the concept of skewness, kurtosis is a descriptor of the shape of a return distribution. There are various interpretations of kurtosis, and of how particular measures should be interpreted; these are primarily peakedness (width of peak), tail weight, and lack of shoulders (distribution primarily peak and tails, not in between). Below is VANGUARD PACIFIC's current Kurtosis with peer comparisons and related risk metrics.
Current Kurtosis Value
At 2.62, VANGUARD PACIFIC's Kurtosis indicates near-normal tail behavior. VANGUARD PACIFIC's return distribution is close to normal in terms of extreme-move frequency.
Kurtosis Peers Comparison
The peer group averages 0.9 for Kurtosis, with VANGUARD PACIFIC at 2.62 falling above that level. Readings span 0.3939 (Dimensional Small Cap) to 2.11 (Victory Select Fund).
Kurtosis Relative To Other Indicators
The chart below plots Kurtosis against Maximum Drawdown for Vanguard Pacific and its peers. Each point represents one equity — position along the horizontal axis shows Kurtosis 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 PACIFIC's Maximum Drawdown of
8.16 runs about
3.11 times its Kurtosis of
2.62 . This indicates Maximum Drawdown is significantly higher than Kurtosis for VANGUARD PACIFIC.
Methodology, Assumptions & Data Sources
The current Kurtosis for VANGUARD PACIFIC is 2.62. This Kurtosis reading for VANGUARD PACIFIC 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. 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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