Annualized Standard Deviation

The Annualized Standard Deviation is the standard deviation multiplied by the square root of the number of periods in one year.

AnnStdDev(r1, ..., rn) = StdDev(r1, ..., rn) *

where r1, ..., rn is a return series, i.e., a sequence of returns for n time periods.

Standard deviation of return measures the average deviations of a return series from its mean, and is often used as a measure of risk. A large standard deviation implies that there have been large swings in the return series of the manager. StyleADVISOR uses the Annualized Standard Deviation for all calculations greater than one year.

Any questions? Speak to a specialist

Sample data or analysis

Would you like to request sample data or analysis from Informa Financial Intelligence?

Request a callback

Request a live demo

See how our tailored solutions can help you gain a competitive advantage:

Request a free demo

Annualized Standard Deviation

Any questions? Speak to a specialist

This is Contactus Section

Sample data or analysis

Request a live demo