JPMorgan Fundamental Data Sci Lg Cor ETF (LCDS)

57.08 0.00 (0.00%) USD  |  NASDAQ  |  Nov 21, 16:00
More

LCDS 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 LCDS.
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
October 31, 2024 --
Date Value
September 30, 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
Sep 2024
Upgrade
Maximum
Oct 2024
Upgrade
Average
Upgrade
Median

Annualized Standard Deviation of Monthly Returns (Since Inception) Benchmarks

AB US Low Volatility Equity ETF Upgrade
ProShares S&P 500® ex-Health Care Upgrade
ProShares S&P 500® ex-Financials Upgrade
ProShares S&P 500® ex-Energy Upgrade
Franklin US Core Dividend Tilt Index 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