Sentences with phrase «monthly standard deviation»

It captured 97 % of the all stock allocation but only experienced 70 % of volatility * (again, measured by monthly standard deviation).

The ending values are nearly identical to the ending value of the 100 % stock portfolio but weren't nearly as volatile based on monthly standard deviation.

• Risk as measured by monthly standard deviation (s).

At the same time, USCOX had relatively lower risk than many of its peers, with a monthly standard deviation of between 3 and 4 percent.

This move is unusual also because gold has had a monthly standard deviation of ± 5.5 percent based on the last 10 years» worth of data.

Based on the last five years» worth of data, the NYSE Arca Gold BUGS Index has had a monthly standard deviation of ± 9.4, but last month it plunged 20 percent.

Not only that, it delivered a better return with slightly less volatility — as measured by the monthly standard deviation.

* To arrive at that number, I simply divided the monthly standard deviation for the 70/30 portfolio by the standard deviation for the 100 % stock portfolio.

Monthly standard deviation is calculated based on full calendar months within the time period for the selected tickers.

The sharpe ratio is calculated by taking your annualised monthly portfolio return divided by the monthly standard deviation of your portfolio.

For comparison, here are the values I calculated for λ in the tropics along with the monthly standard deviation,

Mean (left) and monthly standard deviation of the Eddy Asymmetry Parameter (λ) calculated from 4x daily ERA - interim data.

This allowed me to get an idea of the seasonal cycle of eddy asymmetry and, surprisingly, the monthly λ values had a monthly standard deviation (see below) of up to ~ 0.1 in the sub-Tropics!