Annualized 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.
- Equity Hedge definition
- Efficiency Index definition
- Market Timing definition
- Annualized Standard Deviation Monthly Quarterly Return definition
- Short Selling definition