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← Analyze fund volatility to assess risk

scq

Which formula is used to calculate the annualized volatility σf of a fund according to AMF instruction No. 2011-15?

Which formula is used to calculate the annualized volatility σf of a fund according to AMF instruction No. 2011-15?

σf = √(m * (Σ(xi - x̄)² / (n-1)))

σf = Σ(xi - x̄)² / (n-1)

σf = √(Σ(xi - x̄)² / (n-1))

σf = m * √(Σ(xi - x̄)² / (n-1))