Turn It On Again:  Standard Deviation using Stats Worksheet on TI BA II Plus

Turn It On Again: Standard Deviation using Stats Worksheet on TI BA II Plus

Last week I taught our CIPM prep classes for the Principles and Expert Levels, and the commonly asked question about the fastest way to do standard deviation came up.I will take this opportunity to refer to an old blog post (found here) that covered how to this using...
Calculating Standard Deviation Using the Stats Worksheet (TI BA II Plus)

Calculating Standard Deviation Using the Stats Worksheet (TI BA II Plus)

CIPM candidates are required to be able to calculate standard deviations for several purposes, including:the dispersion of annual portfolio returns within a composite (internal dispersion)the variability of a composite’s past 36 months of returns (external...

My favorite risk measure

As promised last month, I thought it would be helpful to review the various risk measures. And, I may as well discuss my favorite: Tracking Error. Tracking error is an ideal measure to assess the active risk the manager is taking. Many risk measures (e.g., standard...

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