Volatility is a statistical measure of the dispersion of returns for a given security or market index, it shows how the price swings around its mean. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year. In most cases, the higher the volatility, the riskier the security.
Western Asset Diversifiedome Fund (NYSE:WDI) Volatility Explanation
Volatility is a statistical measure of the dispersion of returns for a given security or market index. It’s often measured as standard deviation or variance of historical returns over a certain period. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year.
Volatility reflects the uncertainty or risk of a security’s value. Generally speaking, a higher volatility suggests a higher risk, because it implies a wider fluctuation around average price. This means the price of the security can change dramatically in either direction within a short period. Conversely, a lower volatility means that the security's price is more steady, which suggests a lower risk.
Another measurement of relative volatility is Beta. Beta is a measure of systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is usually compared to 1. A beta of greater than 1 indicates that the security's price will be more volatile than the market.
Western Asset Diversifiedome Fund Volatility Related Terms
WDI vs FDUS, JQC, SLRC: Volatility Comparison
For the Asset Management subindustry, Western Asset Diversifiedome Fund's Volatility, along with its competitors' market caps and Volatility data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
Western Asset Diversifiedome Fund Volatility vs Asset Management Industry
For the Asset Management industry and Financial Services sector, Western Asset Diversifiedome Fund's Volatility distribution charts can be found below:
* The bar in red indicates where Western Asset Diversifiedome Fund's Volatility falls into.
Western Asset Diversifiedome Fund (NYSE:WDI) Volatility Calculation
The annualized volatility is calculated as following:
σA
=
σM
*
√12
=
√ 1/(n-1) ∑(Ri - R')^2
*
√12
Where: σM is the monthly volatility, n is the number of months in the period, Ri is the security's historical monthly returns and R' is the arithmetic mean of monthly returns.
* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD. * For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.
Western Asset Diversifiedome Fund (WDI) has a Volatility of 7.42% as of Jun. 25, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Western Asset Diversifiedome Fund and its competitors.
Is Western Asset Diversifiedome Fund's Volatility too high?
Western Asset Diversifiedome Fund's current Volatility is 7.42%. Overall, Western Asset Diversifiedome Fund has a GF Score™ of 53/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Western Asset Diversifiedome Fund's Volatility compare to FDUS and JQC?
Western Asset Diversifiedome Fund's Volatility of 7.42% can be compared against companies in the Asset Management industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good Volatility for an Asset Management company?
A good Volatility depends on the Asset Management industry context. However, Volatility should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high Volatility mean?
A high Volatility can signal that a stock is expensive relative to its fundamentals. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Western Asset Diversifiedome Fund and its competitors. Western Asset Diversifiedome Fund's current Volatility is 7.42%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Western Asset Diversifiedome Fund stock overvalued right now?
Based on GuruFocus' analysis, Western Asset Diversifiedome Fund (WDI) is currently considered Modestly Undervalued. The stock's GF Value™ is $14.78, compared to a current price of $13.35 — trading 9.7% below its estimated fair value. The current Volatility is 7.42%. Western Asset Diversifiedome Fund's overall GF Score™ is 53/100 with 3 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Volatility calculated?
Volatility is calculated from a company's financial statements. For Western Asset Diversifiedome Fund (WDI), the current Volatility is 7.42% as of Jun. 25, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Is Western Asset Diversifiedome Fund (WDI) Overvalued in 2026?
Based on GuruFocus' analysis, Western Asset Diversifiedome Fund stock appears to be undervalued.
The current stock price of $13.35 is trading 9.7% below its estimated GF Value™ of $14.78.
GuruFocus considers Western Asset Diversifiedome Fund to be Modestly Undervalued.
Key valuation signals for WDI:
Volatility: 7.42%
GF Value™: $14.78 vs. price of $13.35 (9.7% below fair value)
No single metric tells the full story. See the WDI stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Western Asset Diversifiedome Fund Business Description
Western Asset Diversified Income Fund is a diversified, closed-end management investment company. The fund's primary investment objective is to seek high current income. As a secondary investment objective, the Fund will seek capital appreciation. The fund seeks to achieve its investment objectives by investing, under normal market conditions, across fixed income sectors and securities in seeking to deliver a well-diversified portfolio.
53GF Score
Get the complete analysis for WDI
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