The standard deviation of a portfolio is the square root of the variance.
The standard deviation is a statistic that expresses how much variance or dispersion there is in a group of numbers. While a high standard deviation suggests that the values are dispersed throughout a wider range, a low standard deviation suggests that the values tend to be close to the established mean.
The term "standard deviation" (or "") refers to a measurement of the data's dispersion from the mean. A low standard deviation implies that the data are grouped around the mean, whereas a large standard deviation shows that the data are more dispersed.
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