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) *

Standard deviation of excess returns measures the deviations of an excess returns series from its mean.


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