pt.annsd {YRmisc} | R Documentation |
The annualized standard deviation is the standard deviation multiplied by the square root of the number of periods in one year.
pt.annsd(r,n)
r |
:a vector of a risk asset return |
n |
:number of periods in a year |
rtn <- runif(30, -1, 1)
n <- 30
pt.annsd(rtn,n)