Panayiotis
New Member
- Joined
- Mar 22, 2005
- Messages
- 38
I have a certain number of yearly quarterly data and I would like to Annualize each year's ROR & Standard Deviation as well as Annualize the overall ROR and standard deviation. For example:
1. Years are listed in column A1:A5
2. Quarterly ROR are listed next to each yr so for example in yr 1 all 4 quarterly ROR's are listed in B1:E1
In F1 can I simply enter =product(1+B1:E1)-1 to find the annualized ROR?
Do I multiply the standard deviation of the 4 qtrly returns by sqrt(4) to annualize the yr 1 standard deviation?
Second, what if I want the annualized ror and standard deviation for all 20 quarters?
Many thanks.
1. Years are listed in column A1:A5
2. Quarterly ROR are listed next to each yr so for example in yr 1 all 4 quarterly ROR's are listed in B1:E1
In F1 can I simply enter =product(1+B1:E1)-1 to find the annualized ROR?
Do I multiply the standard deviation of the 4 qtrly returns by sqrt(4) to annualize the yr 1 standard deviation?
Second, what if I want the annualized ror and standard deviation for all 20 quarters?
Many thanks.
