Sentences with phrase «higher standard deviation of monthly returns»
Not exact matches
Over the entire sample period, the average daily / weekly / monthly returns of the world stock index are higher than those of gold, and gold returns have higher standard deviations than stock returns.
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Its cumulative return was lower and the volatility (measured as a standard deviation of monthly returns) higher than those of its reference ETF portfolio.
The volatility of the fund, measured by the standard deviation of monthly returns, was slightly higher than that of the reference ETF portfolio.
However, the fund's volatility (measured as standard deviation of monthly returns) was higher than that of the reference ETF portfolio.
The volatility of the reference portfolio, measured as the annualized standard deviation of monthly returns, was slightly higher than that of the fund.
The 14.0 % monthly standard deviation of returns for the MAGNET Simple screen is the highest figure among all AAII stocks screens, tied with the Murphy Technology screen.
It maintains an approximate normal distribution that accumulates to an average 1.14 % monthly fair return over 600 months, but with a standard deviation of 4.67 %, which is a high level of short - term volatility.