StdDev

a vector, matrix, data frame, timeSeries or zoo object of asset returns

Standard Deviation of Monthly Returns$\sigma = variance(R_{a}) \cr std=\sqrt{\sigma} \cr$May be annualized using <code><a href="/link/StdDev.annualized?package=PerformanceAnalytics&version=0.9.4" rd-options="" data-mini-rdoc="PerformanceAnalytics::StdDev.annualized">StdDev.annualized</a></code>

multivariate

models

distribution

Library of econometric functions for performance and risk analysis. This library aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return streams.  In general, this library is most tested on return (rather than price) data on a monthly scale, but most functions will work with daily or irregular return data as well.

Brian G Peterson

PerformanceAnalytics

Econometric tools for performance and risk analysis.

StdDev function

Standard Deviation of Monthly Returns

Collection of econometric functions for performance and risk
analysis. In addition to standard risk and performance metrics, this
package aims to aid practitioners and researchers in utilizing the latest
research in analysis of non-normal return streams.  In general, it is most
tested on return (rather than price) data on a regular scale, but most
functions will work with irregular return data as well, and increasing
numbers of functions will work with P&L or price data where possible.

StdDev: Standard Deviation of Monthly Returns

Description

Usage

Arguments

Value

See Also