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[DOC File]BODIE and MERTON - Sharif
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During the most recent 5-year period, the Pizzaro mutual fund earned an average annualized rate of return of 12% and had an annualized standard deviation of 30%. The average risk-free rate was 5% per year. The average rate of return in the market index over that same period was 10% per year and the standard deviation was 20%.
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[DOC File]Measuring Investment Performance
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Your annualized return is 9.42 percent. This is . derived by: (1+.31)(1/3) - 1 = 9.42%. If the price of the stock drops during the period you own it, and you have a loss instead of a profit, you do the calculation the same way but your return may be negative if income from the investment hasn’t offset the loss in value.
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[DOC File]APPENDIX 1
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– Represents the annualized loss estimate as a fraction of the replacement value of the local building inventory. This ratio is calculated using the following formula: Annualized Loss Ratio = Annualized Losses / Exposure at Risk. The annualized loss ratio gauges the relationship between average annualized loss and building value at risk.
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[DOC File]Project Summary - Fuqua School of Business
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In general, this portfolio has a 13.7% annualized average return and a 15.0% standard deviation from 1995 to 2005. The sharp ratio is 0.92 and the alpha is 19.78%. The averaged return for S&P500 is 20.3% with a 16.1% standard deviation.
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[DOC File]The Economic Value of Volatility Timing Using a Range ...
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At a quick look, the annualized Sharpe ratios calculated from return-based DCC (0.680) and range-based DCC (0.699) were higher than the static model (0.560). Panel B of Table 3 shows the average switching fees () from one strategy to another.
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[DOC File]Using Statistics Functions in Excel
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If you already have return data proceed as follows. An approximation of the annualized expected return can be calculated using the formula: 12*AVERAGE(Cells for firm here, e.g., A2:A37), where the cells are the monthly returns. To calculate the variance of returns using historical return data use the VAR function in Excel.
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[DOC File]HOW TO USE THIS GUIDE TO RATIO CALCULATION
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Net Charge Offs/Average Loans – annualized percentage of loans being lost because of net charge offs (loan losses minus recoveries). Guideline: .40% or less. Earnings. NCUA ROA: Return on Average Assets - annualized percentage of income remaining after provision for loan loss and cost of funds.
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[DOC File]RETURN CALCULATIONS - Lehigh University
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The annualized average return over a specified holding period Note: T is the number of years the investment is held. Total Return equals yield plus capital gain (loss). Yield is the income component (for example, dividend yield for stock and coupon yield for bonds), which is greater than or equal to zero (i.e., it can be positive or 0).
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[DOC File]AF OUTLINE - Kellogg School of Management
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Over the May 1999 to April 2002 time period, the highest average return compared to the market benchmark was 6.0% in an up market, while the highest average return in a down market was –1.2%. The highest average return as compared to the style benchmark was 6.7% in an up market and –1.2% for a down market. Investment Returns
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[DOC File]The weather and
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For the sector ‘consumer’ (this include drugs, soap, tabacco and perfumes’) they found the highest average annualized return of 11.05%. They found that the average annualized returns are substantially higher than the short term interest rate, which was 3.66% in the same period.
excel formula for annualized rate of return

Average annualized return formula