VANGUARD LIFESTRATEGY Mean Deviation
| VSCGX Fund | | | USD 22.67 0.09 0.40% |
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 LIFESTRATEGY's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
The current Mean Deviation of 0.4086 places VANGUARD LIFESTRATEGY at low price variability. This places VANGUARD LIFESTRATEGY at the lower end of the volatility range for Mutual Fund Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.4086 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of VANGUARD LIFESTRATEGY |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Relative to peers, VANGUARD LIFESTRATEGY's Mean Deviation is below the group average of 0.79. Peer readings range from 0.562 (Schwab Fundamental Large) to 1.14 (Fidelity Advisor Growth), reflecting moderate dispersion across the sector. VANGUARD LIFESTRATEGY 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 Lifestrategy 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 LIFESTRATEGY's Maximum Drawdown of
2.15 runs about
5.26 times its Mean Deviation of
0.41 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for VANGUARD LIFESTRATEGY.
Methodology, Assumptions & Data Sources
VANGUARD LIFESTRATEGY's Mean Deviation currently stands at 0.4086. The Mean Deviation for VANGUARD LIFESTRATEGY 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.
Other Technical Indicators