Dispersion (finance)

Dispersion (finance)

Dispersion is a measure for the statistical distribution of portfolio returns. It is the asset-weighted standard deviation of individual portfolio returns within a comparable client group (composite) from the composite return.

Types of Dispersion

Dispersion is of the following types:

(i)Range

(ii)Variance

(iii)Standard Deviation

(iv)Mean Deviation

(v)Quartile Deviation


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