standard deviation
3 statements across 2 episodes · 0 bullish · 1 bearish · 2 people on the record · first statement Jan 8, 2018 by Michael Mauboussin · across every show →
Everything said about standard deviation, oldest first
Jan 8, 2018 neutral
Jan 8, 2018 neutral
Mauboussin: Manager Return Dispersion Spiked During Dot-Com Era Before Reverting
“So that standard deviation had been going down, down, down, sixties, seventies, eighties, into the nineties. And then there was a massive reversal where the standard deviation went way back up around the dot com period. And so there's a spike, and then it come…”
Nov 9, 2020 bearish
Williams: Standard deviation rarely reflects the actual risks institutional investors face
“So the expected return being a point estimate May connect well into, I want to cover expenses, and I want to grow, and I want to pay fees, but the risk, meaning of variance and their standard deviation, only by some strange coincidence would be connected to th…”