The buy — write strategies, like the low - vol strategies, were less volatile than the S&P 500, having average standard deviations of 9 % and 12 %, respectively, compared to the benchmark's standard deviation of 16 %. (researchaffiliates.com)
The 5 - day average standard deviation for global AAM is 1.2 x1025 kg m2 s - 1 and for the global tendency is 1.4 x1019 kg m2 s - 2. (esrl.noaa.gov)
Divide the current month average standard deviation by the 12 - month average of averages to get a lookback interval factor. (cxoadvisory.com)