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Return statistics from a seriesAnalyst
Paste periodic returns to get average, volatility and max drawdown.
What you’ll enter
- Returns per period, in %
- Periods per year
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The formula
σ = √[Σ (rᵢ − r̄)² ÷ (n − 1)] Annual σ = σ × √periods
The annualized return uses compounding (geometric mean). Max drawdown is the largest fall from a peak to a later low.