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Dec 27, 2017 · Volatility Drag: How Variance Drains Arithmetic Investment Returns. As shown in the example above, the geometric return was lower than the arithmetic average return, by about 1.81%, due to the fact that the compounded volatile returns with the early bear market never quite added up to what the straight line return would have been. Step 2: Calculate 1-Variable Statistics. Once the data is entered, hit [STAT] and then go to the CALC menu (at the top of the screen). Finally, select 1-var-stats and then press [ENTER] twice. Step 3: Select the correct standard deviation. Now we have to be very careful. There are two standard deviations listed on the calculator.

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