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Steve Mayo

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Joined: 10/11/2012
Location: Austin, TX

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Subject : RE: What's your favorite risk-return measure?
Posted : 4/14/2014 11:44 AM
Post #29788 - In reply to #29776

Thanks Jez,

Yes, that's along what I was thinking too. Perhaps rolling 1|3|6|12 month returns with min/max and standard deviation....or a frequency distribution on the monthly returns, or maybe a box plot using quartiles or standard deviations.

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