A archived_user New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Jan 13, 2017 #1 Convert monthly standard deviation to annualized standard deviation should mutiply 12^(1/2). Why? Seems like a level 1 question…
Convert monthly standard deviation to annualized standard deviation should mutiply 12^(1/2). Why? Seems like a level 1 question…
A archived_user New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Jan 13, 2017 Thread starter #2 annual variance = monthly variance * 12 so take sqrt of both sides annual std dev = monthly std dev * sqrt(12)
annual variance = monthly variance * 12 so take sqrt of both sides annual std dev = monthly std dev * sqrt(12)
A archived_user New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Jan 13, 2017 Thread starter #3 Thanks cpk!