pt.annsd {YRmisc}

Annualized standard deviation

Description

The annualized standard deviation is the standard deviation multiplied by the square root of the number of periods in one year.

Usage

pt.annsd(r,n)

Arguments

r

:a vector of a risk asset return

n

:number of periods in a year

Examples

rtn <- runif(30, -1, 1)
n <- 30
pt.annsd(rtn,n)