Position Return A 17.0% B 12.2% C 3.9% D –8.4%
Position
Return
A
17.0%
B
12.2%
C
3.9%
D
–8.4%
The coefficient of variation is equal to the standard deviation of returns divided by the mean return.
Position Return (R – 6.175%)2 A 17.0% 117.18 B 12.2% 36.30 C 3.9% 5.18 D –8.4% 212.43 Mean 6.175% Sum = 371.09 Std. Dev. = (371.09 / 4)0.5 = 9.63 CV = 9.63 / 6.175 = 1.56
(R – 6.175%)2
117.18
36.30
5.18
212.43
Mean
6.175%
Sum = 371.09
Std. Dev. = (371.09 / 4)0.5 = 9.63
CV = 9.63 / 6.175 = 1.56
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