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Re: Standard Deviation Problem

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Posted by Mark on September 09, 2004 at 12:20:36:

In Reply to: Re: Standard Deviation Problem posted by Jack on September 09, 2004 at 11:39:06:

: : The SD calculation looks at all the recorded price data points within
: : a certain time frame. The "BTW" one looks at all recorded prices between
: : the report dates, as you define. The "INC" looks at all the recorded price
: : points in the investment. It is possible that the 2 can be the same, if you
: : have a report date range wider than the inception.

: It is *possible* but *extremely* unlikely. Particularly for multiple investments and when comparing calculated SDs for short (1 month, say) and long (10 years, say). It is virtually certain there is a problem with Fund Manager in this area.

Okay. Can you send me an example that shows the problem? If you could
provide me a single investment file (*.dat), along with a date range used
on the custom report that shows this problem, I will check it out.

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




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