Sentences with phrase «with standard deviation of monthly returns»
• Average, median, minimum, maximum rates of return over the selected time frame, along with the standard deviation of monthly returns.
http://www.toolsformoney.com/
• Will display portfolio statistics like correlation coefficients, average / median / minimum / maximum rates of return over the selected time frame, along with standard deviation of monthly returns, Beta, Alpha (Jensen), R - squared, Treynor Ratio, and Sharpe Ratio, and all of that.
Not exact matches
His low - volatility portfolios consist of the 30 % of stocks with the lowest standard deviations of monthly total returns during the preceding 36 months, reformed monthly.
Since the Fund's launch in 1989, investors have doubled their money every 10 years, no matter when they bought the fund... The fund has outperformed global equities with 1/3 less risk [based on annualized standard deviation of monthly returns for Institutional shares from 2/28/89 to 12/31/13, compared to the FTSE World Index].
His low - volatility portfolios consist of the 30 % of stocks with the lowest standard deviations of monthly total returns during the preceding 36 months, reformed monthly.
For example, an investor can compare two portfolios with the same average monthly return of 5.0 %, but with different standard deviations.
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.