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Follow Us on TwitterAnnualized Standard Deviation of Monthly / Quarterly Return
Formula: (Std. Dev. of Monthly ROR) X SQRT (12) or (Std. Dev. of Quarterly ROR) X SQRT (4)
Note: Multiplying monthly Standard Deviation by the SQRT (12) is an industry standard method of approximating annualized Standard Deviations of Monthly Returns.
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Related Terms:
- Average Recovery Time ART definition
- Annualized Standard Deviation Monthly Quarterly Return definition
- Convertible Arbitrage definition
- Sector Financial definition
- Relative Value Arbitrage definition
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