ClearBridge Appreciation Fund A (SHAPX)

34.93 +0.33 (+0.95%) USD  |  Dec 20 2024
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SHAPX Annualized Standard Deviation of Monthly Returns (5Y Lookback)

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Chart

Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Standard Deviation Definition

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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.

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Annualized Standard Deviation of Monthly Returns (5Y Lookback) Range, Past 5 Years

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Annualized Standard Deviation of Monthly Returns (5Y Lookback) Benchmarks

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SEI Inst Inv Dynamic Asset Allocation Fund A Upgrade
MFS Core Equity Fund A Upgrade
Eaton Vance Tax-Managed Growth Fund 1.2 A Upgrade
Hartford Capital Appreciation Fund A Upgrade
JPMorgan US Equity Fund A Upgrade

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Related Metrics

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Beta (vs YCharts Benchmark) (5Y) Upgrade
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Historical Sortino (5Y) Upgrade
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Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Excel Add-In Codes

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Metric Code: monthly_standard_deviation_annualized_5y
Latest Data Point: =YCP("M:SHAPX", "monthly_standard_deviation_annualized_5y")
Last 5 Data Points: =YCS("M:SHAPX", "monthly_standard_deviation_annualized_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.