Fund Manager
PORTFOLIO MANAGEMENT SOFTWARE
Contact Us

How do you run the advanced statistics?

Questions on using, creating, or understanding data in Fund Manager reports.

Postby flight » Mon Jan 02, 2017 5:03 pm

Ok - I see that field now, not sure how I missed it.

For "Std Dev returns annualized (end)" this would reflect the annualized std deviation for the period specified in the report? And, the only inputs I would need are daily prices over the period?

For my AMZN example, I have daily prices from 1/1/16 12-30-16 but still getting "N.A."
flight
 
Posts: 151
Joined: Sun Jul 27, 2014 11:03 am

Postby Mark » Mon Jan 02, 2017 5:36 pm

Hi flight,

See the documentation on the Standard Deviation of Returns.

This works like Beta, and all the comments I made previously about needed pricing data and interpolation options apply here as well. It is the monthly returns for the comparison period, back from the ending report date. The starting report date is ignored for this field.
Thanks,
Mark
Fund Manager - Portfolio Management Software
Mark
Site Admin
 
Posts: 11252
Joined: Thu Oct 25, 2007 2:24 pm
Location: Chandler, AZ

Previous

Return to Reports

Who is online

Users browsing this forum: No registered users and 14 guests

FundManagerSoftware.com | Search | Site Map | About Us | Privacy Policy
Copyright © 1993-2024 Beiley Software, Inc. All rights reserved.