Average Standard Deviation | Formula
Average Standard Deviation | Formula Calculation
The square root of the arithmetic mean of the square of the deviations from the average value for a set of observations.
In Russell Style Classification (RSC), average standard deviation is calculated as follows:
| Where | Equals |
| s | Average standard deviation |
| __ | Average return over T time periods |
| Rt | Return at time t |
| T | Total number of time periods |
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