Re: Standard Deviation Problem

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In Reply to: Standard Deviation Problem posted by Jack B Nimble on September 03, 2004 at 21:39:53:

: In Reports the Standard Dev (btw) and Standard Dev (inception) produce identical values for each investment.

: (In the same report, Div Yld and others produce distinct values for the distinct time segments, suggesting a problem with FM Standard Dev calcs).

Hi Jack,

If your first recorded price in an investment is on/after the report
starting date, then the 2 Standard Dev calculations will be the same.
There is no factor of time in the standard deviation calculation.

There is a factor of time in the Div Yld calculation, so even if the
first price was on/after the starting report date, you would get
different values for these BTW/INC figures.

If this doesn't help explain it, please email me an example investment
file and report date range, and I can take a closer look.

To get our email, submit a note to our contact form, and you will see
our current email address.

Thanks,
Mark
--
Mark Beiley
Fund Manager, portfolio management software for Windows 95/98/ME/NT/00/XP/2003

Replies:

• Re: Standard Deviation Problem Jack Nimble 18:15:22 09/08/04 (3)
  • Re: Standard Deviation Problem Mark 10:44:03 09/09/04 (2)
    • Re: Standard Deviation Problem Jack 11:39:06 09/09/04 (1)
      • Re: Standard Deviation Problem Mark 12:20:36 09/09/04 (0)