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Annualized Return
The annualized return is the geometric mean of the returns with respect to one year. If we denote by NumYears the number of years covered by the returns, the formula becomes:
AnnRtn(r1, ..., rn) = 
where r1, ..., rn is a return series, i.e., a sequence of returns for n time periods.
Related Statistics:
Cumulative Return
Mean
Variance
Standard Deviation
Back to StyleADVISOR Statistics Table of Contents
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