American Funds Standard Deviation 
CWGFX  USA Fund  USD 53.32 0.22 0.41% 
Symbol 
 =  0.4826 
SQRT  =  Square root notation 
V  =  Variance of American Funds returns 
Standard Deviation Comparison
American Funds Capital World Gr is rated below average in standard deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 5.44 of Maximum Drawdown per Standard Deviation. The ratio of Maximum Drawdown to Standard Deviation for American Funds Capital World Gr is roughly 5.44
Standard Deviation 

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American Funds Technical Signals
All American Funds Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
Momentum Indicators  
Overlap Studies  
Pattern Recognition  
Price Transform  
Statistic Functions  
Volatility Indicators  
Volume Indicators 
Risk Adjusted Performance  0.1237  
Market Risk Adjusted Performance  0.7823  
Mean Deviation  0.3614  
Semi Deviation  0.2661  
Downside Deviation  0.5503  
Coefficient Of Variation  378.15  
Standard Deviation  0.4826  
Variance  0.2329  
Information Ratio  (0.00923)  
Jensen Alpha  0.099  
Total Risk Alpha  (0.00862)  
Sortino Ratio  (0.008094)  
Treynor Ratio  0.7723  
Maximum Drawdown  2.62  
Value At Risk  (0.68)  
Potential Upside  0.8569  
Downside Variance  0.3029  
Semi Variance  0.0708  
Expected Short fall  (0.42)  
Skewness  (0.64)  
Kurtosis  1.5 