Annualized Standard Deviation

Annualized Standard Deviation

The Annualized Standard Deviation is the standard deviation multiplied by the square root of the number of periods in one year.

AnnStdDev(r1, ..., rn) = StdDev(r1, ..., rn) *

where r1, ..., rn is a return series, i.e., a sequence of returns for n time periods.

 
 

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