Annualized Volatility

Definition

La volatilidad anualizada es la desviación típica del precio de la cartera expresada en base anual.

Formula

$\text{Annualized Volatility} = \sigma \times \sqrt{T}$

where $\sigma$ is the standard deviation of returns, and $T$ is the number of periods per year (e.g., 252 for daily returns).