SMI 3Fourteen Full-Cycle Trend ETF (FCTE)

26.53 +0.05 (+0.19%) USD  |  NASDAQ  |  Nov 04, 13:34
More

FCTE Annualized Standard Deviation of Monthly Returns (Since Inception)

Annualized Standard Deviation of Monthly Returns (Since Inception) Chart

View Annualized Standard Deviation of Monthly Returns (Since Inception) for FCTE.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Annualized Standard Deviation of Monthly Returns (Since Inception) Data

View and export this data back to 2024. Upgrade now.
Date Value
September 30, 2024 --
Date Value
August 31, 2024 --

Standard Deviation Definition

Standard deviation measures how much an investment's return deviates from its average over a specific period. Higher standard deviation indicates more volatility, while lower standard deviation signifies steadier returns. YCharts makes five types of standard deviation metrics over different time periods available: daily, monthly, quarterly, annualized monthly, and annualized quarterly.

Read full definition.

Annualized Standard Deviation of Monthly Returns (Since Inception) Range, Past 5 Years

Upgrade
Minimum
Aug 2024
Upgrade
Maximum
Sep 2024
Upgrade
Average
Upgrade
Median

Annualized Standard Deviation of Monthly Returns (Since Inception) Benchmarks

SEI Enhanced US Large Cap Qual Fac ETF Upgrade
FCF US Quality ETF Upgrade
Neuberger Berman Core Equity ETF Upgrade
Return Stacked® US Stk & Futs Yld ETF Upgrade
Gotham Enhanced 500 ETF Upgrade

Annualized Standard Deviation of Monthly Returns (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade