Toroso Investments Standard Deviation

SDEI Etf  USD 25.60  0.31  1.23%   
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Toroso Investments has current Standard Deviation of 1.35. 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)

 = 
1.35
SQRT = Square root notation
V =   Variance of Toroso Investments returns

Toroso Investments Standard Deviation Peers Comparison

Toroso Standard Deviation Relative To Other Indicators

Toroso Investments is presently regarded as number one ETF in standard deviation as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  5.92  of Maximum Drawdown per Standard Deviation. The ratio of Maximum Drawdown to Standard Deviation for Toroso Investments is roughly  5.92 
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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