VANGUARD TARGET Mean Deviation
| VTWNX Fund | | | USD 28.46 -0.11 -0.39% |
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 TARGET's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
At 0.3485, VANGUARD TARGET's Mean Deviation indicates low price variability. This places VANGUARD TARGET at the lower end of the volatility range for Mutual Fund Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.3485 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of VANGUARD TARGET |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
Among sector peers, VANGUARD TARGET's Mean Deviation of 0.3485 is below the 0.68 group average. The range runs from 0.3266 (Vanguard Target Retirement) to 0.8311 (T Rowe Price). VANGUARD TARGET 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 Target 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 TARGET's Maximum Drawdown of
1.84 runs about
5.28 times its Mean Deviation of
0.35 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for VANGUARD TARGET.
Methodology, Assumptions & Data Sources
VANGUARD TARGET's Mean Deviation currently stands at 0.3485. The Mean Deviation for VANGUARD TARGET applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. VANGUARD TARGET operates in the target risk funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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