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calculate annualized Standard deviation for data that consists of several years

Asked by Locks on 21 Apr 2013

hi,

I tried to compute the annualized standard deviation for data which consists of data from 8 complete years. is there a given formula to compute the annualized std deviation?

all I have found is this:

s = std(X)

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1 Answer

Answer by Tobias on 22 Apr 2013
Accepted answer

There is no annualized standard deviation, however, all matlab processes can be used only on parts of your data, so you could manually limit for std deviation calculation to only account for year 1, year 2 etc.

You did not specify how your data is stored, so I'm going to assume that it is a vector.

data =
       1
       2
       3
       4
       5
       6

Say 1 to 3 is year 1, 4 to 6 is year 2.

std_year1 = std(data(1:3,:)

The correct syntax is: data(rows, columns) where a single colon simply means all.

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Tobias

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