Ch.10 · Risk Measures and Ratios · medium

What is 'standard deviation' as a measure of risk in mutual funds?

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EXPLANATION

Standard deviation measures how much a scheme's returns vary from its average return over a period. A higher standard deviation means returns are more volatile (spread widely above and below the average), indicating higher risk. For example, a fund with 15% average return and 20% standard deviation has experienced returns between -5% and 35% frequently.

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