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Average return for deviation
Excel Help for Average Return For Deviation in Excel Portfolio Optimization Template
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Average Return For Deviation | Rate this: (4/5 from 2 votes) |
 | The average return for downside deviation is the average of returns for all periods. If the deviation is for the asset then it is the asset returns and, if the entire portfolio, then it is the weighted average returns of all assets using the portfolio weightings (existing or optimized). | |
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