Standard Deviation of Excess Return

Standard Deviation of Excess Return

The variance and standard deviation of excess return are simply variance and standard deviation applied to the excess return series e1, ... , en.

Var(e1, ..., en) =

StdDev(e1, ..., en) =

AnnStdDev(e1, ..., en) = StdDev(e1, ..., en) *

 
 

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