Standard Deviation

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Posted by Clive on June 27, 2006 at 12:11:35:

Hi Mark,

With regard to the calculation of 'Standard Deviation of Price', would it be possible to also provide this calculation expressed as a percentage of price?

My reasoning is that the current calculation does not provide values that allow a meaningful comparison of standard deviations for multiple funds. Funds with higher unit prices tend to have greater standard deviations than Funds with lower unit prices because their values are expressed in currency terms. By expressing the value in terms of a percentage, multiple funds could be be compared in terms of standard deviation.

I'd appreciate reading your thoughts on this.

Best regards,
Clive

Replies:

• Re: Standard Deviation Mark 12:24:13 06/27/06 (0)