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TwoAsset.StandardDeviationWithHistoricalReturnsKnown Method
Evaluates the standard deviation of an asset from its historical returns.
public
double StandardDeviationWithHistoricalReturnsKnown(
double[] Returns);
Parameters
- Returns
historicalReturns1[t] is the return (increase in market value) of the first asset in the tth period.
Remarks
@excrelFunction stdDev
Excel Remarks
The full name of this function inside Excel is
Port_TwoAsset_StandardDeviationWithHistoricalReturnsKnown.
See Also
TwoAsset Class | Portfolio Namespace