WisdomTree Managed Standard Deviation
| WTMF ETF | | | USD 40.92 0.17 0.42% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is WisdomTree Managed's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
WisdomTree Managed registers a Standard Deviation of 0.5723, reflecting low price variability. This places WisdomTree Managed at the lower end of the volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 0.5723 | |
Standard Deviation Peers Comparison
Among sector peers, WisdomTree Managed's Standard Deviation of 0.5723 is below the 0.87 group average. The range runs from 0.5317 (First Trust Exchange Traded) to 1.4 (The RBB Fund). WisdomTree Managed has exhibited less price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for WisdomTree Managed and its peers. Each point represents one equity — position along the horizontal axis shows Standard 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.
WisdomTree Managed records a Standard Deviation of
0.57 and a Maximum Drawdown of
2.63 , yielding roughly
4.59 units of Maximum Drawdown per Standard Deviation. This indicates Maximum Drawdown is significantly higher than Standard Deviation for WisdomTree Managed.
Methodology, Assumptions & Data Sources
WisdomTree Managed has a current Standard Deviation reading of 0.5723. Standard Deviation for WisdomTree Managed is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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