Morningstar Unconstrained Standard Deviation

MSTSX Fund  USD 10.88  0.09  0.83%   
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Morningstar Unconstrained Allocation has current Standard Deviation of 0.5591. 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.

Standard Deviation

=

SQRT(V)

 = 
0.5591
SQRT = Square root notation
V =   Variance of Morningstar Unconstrained returns

Morningstar Unconstrained Standard Deviation Peers Comparison

Morningstar Standard Deviation Relative To Other Indicators

Morningstar Unconstrained Allocation is regarded fifth largest fund in standard deviation among similar funds. It is regarded third largest fund in maximum drawdown among similar funds reporting about  4.66  of Maximum Drawdown per Standard Deviation. The ratio of Maximum Drawdown to Standard Deviation for Morningstar Unconstrained Allocation is roughly  4.66 
Standard deviation is applied to the annual rate of return of an investment to measure the investment's volatility. Standard deviation is also known as historical volatility and is used by investors as a gauge for the amount of expected market volatility. A large standard deviation usually indicates that the data points are far from the mean and a small standard deviation indicates that they are clustered closely around the mean.
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