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Calculate Annualized Volatility

Source: R/returns.R
calc_annualized_volatility.Rd

Calculate the annualized volatility (standard deviation) of returns.

Usage

calc_annualized_volatility(returns, periods = 252)

Arguments

returns

Numeric vector of returns

periods

Number of periods per year (default: 252 for daily data)

Value

Numeric value representing annualized volatility as a decimal

Examples

if (FALSE) { # \dontrun{
returns <- c(0.01, 0.02, -0.01, 0.03)
calc_annualized_volatility(returns, periods = 252)
} # }