[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

annualized standard deviation



PureBytes Links

Trading Reference Links

Hi all-

I am not too swift with statistics, and I am trying to calculate "annualized standard deviation" from a column of monthly percent changes of a P&L curve in Excel. Any help would be appreciated. I tried taking the STDEV(A1:A50) and dividing that number by the number of years contained in the data, but that is producing results way off from a study I am trying to re-create...

TIA,

Seth