This formula calculates the standard deviation ... This tells you the annualized volatility of the index is 10.39% based on the sample data. If you want to know the asset's weekly volatility ...
Volatility is often expressed as a percentage: If a stock has an annualized volatility of 10 ... and run through a formula that expresses a prediction not only about what might lie ahead but ...
For instance, a bond investor may be happy with a 5% annualized return ... portfolio's downside volatility. The following examples of applications of the Sortino ratio formula demonstrate how ...