WebCab Portfolio for .NET v5.0 Demo

TwoAssetPortfolio.StandardDeviation Method (Double[])

Evaluates the standard deviation of an asset from its historical returns.

public double StandardDeviation(
   double[] historicalReturns
);

Parameters

historicalReturns
historicalReturns1[t] is the return (increase in market value) of the first asset in the tth period.

Remarks

@excrelFunction stdDev

See Also

TwoAssetPortfolio Class | WebCab.Libraries.Finance.Portfolio Namespace | TwoAssetPortfolio.StandardDeviation Overload List