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Annualized Standard Deviation
Annualized standard deviation measures the volatility of portfolio returns. It represents the consistency with which returns were delivered in the past.
= low volatility (<25%) = medium volatility (between 25% and 45%) = high volatility (> 45%)
Sharpe Ratio
A measure of risk-adjusted return, using the return and standard deviation. A higher Sharpe Ratio indicates the portfolio has earned a higher return for each unit of risk incurred. The higher the better.
on 06-Dec-09 17:54