StdDev {PerformanceAnalytics}R Documentation

Standard Deviation of Monthly Returns

Description

Standard Deviation of Monthly Returns

std = sqrt(var(Ra))

May be annualized using StdDev.annualized

Usage

StdDev(Ra)

Arguments

Ra a vector, matrix, data frame, timeSeries or zoo object of asset returns

Value

standard deviation

Note

This function is really just a wrapper. It exists because there are several examples for R, S-Plus, and other languages that call standard deviation StdDev, std, or sd. This makes things a little easier to port and reuse.

Author(s)

Brian G. Peterson

References

See Also

StdDev.annualized

Examples






[Package PerformanceAnalytics version 0.9.4 Index]