Spreadsheet: 117413d1312797160-daily-standard-deviation-excel_help
Sheet: Tabelle1

REC_DATE | NET_ASSET_VALUE | Monthly # | Year | HZ monthly | HZ annualy | Percentage Return (daily) | Percentage Return (monthly) | Percentage Return (annualy) | Month | Monthly Return Sorted +1 | Monthly Return % | Standard Deviation Monthly | Drawdown %
2008-04-30 00:00:00 | 10000000 | 4 | 2008 | 10000000 | 10000000 |  |  |  | 2008-05-01 00:00:00 | 1.02522376 | 0.02522376000000004 |  | 0
2008-05-02 00:00:00 | 9995630.73 | 5 | 2008 | 10000000 | 10000000 | -0.0004369269999999553 |  |  | 2008-06-01 00:00:00 | 1.049888733558028 | 0.04988873355802848 |  | -0.0004369269999999553
2008-05-05 00:00:00 | 10015767.36 | 5 | 2008 | 10000000 | 10000000 | 0.002014543208320277 |  |  | 2008-07-01 00:00:00 | 0.9866944263054311 | -0.01330557369456886 |  | 0
2008-05-06 00:00:00 | 10013082.44 | 5 | 2008 | 10000000 | 10000000 | -0.0002680693254440692 |  |  | 2008-08-01 00:00:00 |  |  |  | -0.0002680693254440692
2008-05-07 00:00:00 | 10045626.65 | 5 | 2008 | 10000000 | 10000000 | 0.003250168985925267 |  |  | 2008-09-01 00:00:00 |  |  |  | 0
2008-05-08 00:00:00 | 10043465.35 | 5 | 2008 | 10000000 | 10000000 | -0.0002151483501530235 |  |  | 2008-10-01 00:00:00 |  |  |  | -0.0002151483501530235
2008-05-09 00:00:00 | 10044312.29 | 5 | 2008 | 10000000 | 10000000 | 8.432746771008459e-05 |  |  | 2008-11-01 00:00:00 |  |  |  | -0.0001308390253584894
2008-05-13 00:00:00 | 10009810.91 | 5 | 2008 | 10000000 | 10000000 | -0.003434917095752601 |  |  | 2008-12-01 00:00:00 |  |  |  | -0.003565306699906095
2008-05-14 00:00:00 | 10028401.56 | 5 | 2008 | 10000000 | 10000000 | 0.001857242875729845 |  |  | 2009-01-01 00:00:00 |  |  |  | -0.001714685464644443
2008-05-15 00:00:00 | 10027152.83 | 5 | 2008 | 10000000 | 10000000 | -0.0001245193456334278 |  |  | 2009-02-01 00:00:00 |  |  |  | -0.001838991298765846
2008-05-16 00:00:00 | 10020807.49 | 5 | 2008 | 10000000 | 10000000 | -0.0006328157262164569 |  |  | 2009-03-01 00:00:00 |  |  |  | -0.002470643282368069
2008-05-19 00:00:00 | 10032900.73 | 5 | 2008 | 10000000 | 10000000 | 0.001206812925212699 |  |  | 2009-04-01 00:00:00 |  |  |  | -0.001266811961402122
2008-05-20 00:00:00 | 10003261.84 | 5 | 2008 | 10000000 | 10000000 | -0.002954169566471988 |  |  | 2009-05-01 00:00:00 |  |  |  | -0.004217239150531293
2008-05-21 00:00:00 | 10007676.46 | 5 | 2008 | 10000000 | 10000000 | 0.0004413180491135723 |  |  | 2009-06-01 00:00:00 |  |  |  | -0.003777782245172279
2008-05-23 00:00:00 | 10008359.84 | 5 | 2008 | 10000000 | 10000000 | 6.828558084690089e-05 |  |  | 2009-07-01 00:00:00 |  |  |  | -0.003709754632380303
2008-05-26 00:00:00 | 10057931.16 | 5 | 2008 | 10000000 | 10000000 | 0.004952991378455503 |  |  | 2009-08-01 00:00:00 |  |  |  | 0
2008-05-27 00:00:00 | 10046909.9 | 5 | 2008 | 10000000 | 10000000 | -0.001095778030757547 |  |  | 2009-09-01 00:00:00 |  |  |  | -0.001095778030757547
2008-05-28 00:00:00 | 10035677.43 | 5 | 2008 | 10000000 | 10000000 | -0.001118002461632573 |  |  | 2009-10-01 00:00:00 |  |  |  | -0.002212555409854331
2008-05-29 00:00:00 | 10055081.48 | 5 | 2008 | 10000000 | 10000000 | 0.001933506744845699 |  |  | 2009-11-01 00:00:00 |  |  |  | -0.0002833266558169306
2008-05-30 00:00:00 | 10252237.6 | 5 | 2008 | 10000000 | 10000000 | 0.01960761038009999 | 0.02522375999999996 |  | 2009-12-01 00:00:00 |  |  |  | 0
2008-06-02 00:00:00 | 10257241.54 | 6 | 2008 | 10252237.6 | 10000000 | 0.0004880827186447063 |  |  |  |  |  |  | 0
2008-06-03 00:00:00 | 10293359.28 | 6 | 2008 | 10252237.6 | 10000000 | 0.003521194256677339 |  |  |  |  |  |  | 0
2008-06-04 00:00:00 | 10246630.05 | 6 | 2008 | 10252237.6 | 10000000 | -0.004539745357066618 |  |  |  |  |  |  | -0.004539745357066618
2008-06-05 00:00:00 | 10234285.27 | 6 | 2008 | 10252237.6 | 10000000 | -0.001204764877795231 |  |  |  |  |  |  | -0.005739040909101521
2008-06-06 00:00:00 | 10264328.58 | 6 | 2008 | 10252237.6 | 10000000 | 0.002935555264232001 |  |  |  |  |  |  | -0.002820332916621876
2008-06-09 00:00:00 | 10305580.99 | 6 | 2008 | 10252237.6 | 10000000 | 0.004019007154581966 |  |  |  |  |  |  | 0
2008-06-10 00:00:00 | 10317606.92 | 6 | 2008 | 10252237.6 | 10000000 | 0.001166933723743381 |  |  |  |  |  |  | 0
2008-06-11 00:00:00 | 10285746.13 | 6 | 2008 | 10252237.6 | 10000000 | -0.003088001922058018 |  |  |  |  |  |  | -0.003088001922058018
2008-06-12 00:00:00 | 10328424.26 | 6 | 2008 | 10252237.6 | 10000000 | 0.004149249792926685 |  |  |  |  |  |  | 0
2008-06-13 00:00:00 | 10333248.76 | 6 | 2008 | 10252237.6 | 10000000 | 0.0004671090070035524 |  |  |  |  |  |  | 0
2008-06-16 00:00:00 | 10322289.47 | 6 | 2008 | 10252237.6 | 10000000 | -0.001060585131988936 |  |  |  |  |  |  | -0.001060585131988936
2008-06-17 00:00:00 | 10348770.02 | 6 | 2008 | 10252237.6 | 10000000 | 0.002565375644323883 |  |  |  |  |  |  | 0
2008-06-18 00:00:00 | 10358979.06 | 6 | 2008 | 10252237.6 | 10000000 | 0.0009864979104058753 |  |  |  |  |  |  | 0
2008-06-19 00:00:00 | 10398457.78 | 6 | 2008 | 10252237.6 | 10000000 | 0.003811062824949741 |  |  |  |  |  |  | 0
2008-06-20 00:00:00 | 10366264.57 | 6 | 2008 | 10252237.6 | 10000000 | -0.003095960062646812 |  |  |  |  |  |  | -0.003095960062646812
2008-06-23 00:00:00 | 10411405.71 | 6 | 2008 | 10252237.6 | 10000000 | 0.004354619708495496 |  |  |  |  |  |  | 0
2008-06-24 00:00:00 | 10408708.49 | 6 | 2008 | 10252237.6 | 10000000 | -0.0002590639607301088 |  |  |  |  |  |  | -0.0002590639607301088
2008-06-25 00:00:00 | 10387165.3 | 6 | 2008 | 10252237.6 | 10000000 | -0.002069727480666478 |  |  |  |  |  |  | -0.002328255249597813
2008-06-26 00:00:00 | 10384375.44 | 6 | 2008 | 10252237.6 | 10000000 | -0.0002685872342862654 |  |  |  |  |  |  | -0.002596217144245877
2008-06-27 00:00:00 | 10438919.38 | 6 | 2008 | 10252237.6 | 10000000 | 0.005252500770523118 |  |  |  |  |  |  | 0
2008-06-30 00:00:00 | 10763708.75 | 6 | 2008 | 10252237.6 | 10000000 | 0.03111331337822815 | 0.04988873355802838 |  |  |  |  |  | 0
2008-07-01 00:00:00 | 10764684.51 | 7 | 2008 | 10763708.75 | 10000000 | 9.065276873083142e-05 |  |  |  |  |  |  | 0
2008-07-02 00:00:00 | 10784265.58 | 7 | 2008 | 10763708.75 | 10000000 | 0.001819010114212841 |  |  |  |  |  |  | 0
2008-07-03 00:00:00 | 10816661.57 | 7 | 2008 | 10763708.75 | 10000000 | 0.003004005211080885 |  |  |  |  |  |  | 0
2008-07-04 00:00:00 | 10797212.31 | 7 | 2008 | 10763708.75 | 10000000 | -0.001798083435830356 |  |  |  |  |  |  | -0.001798083435830356
2008-07-07 00:00:00 | 10789261.09 | 7 | 2008 | 10763708.75 | 10000000 | -0.0007364141568871929 |  |  |  |  |  |  | -0.002533173458620139
2008-07-08 00:00:00 | 10780532.52 | 7 | 2008 | 10763708.75 | 10000000 | -0.0008090053551573009 |  |  |  |  |  |  | -0.003340129462883874
2008-07-09 00:00:00 | 10755289.84 | 7 | 2008 | 10763708.75 | 10000000 | -0.002341505853553114 |  |  |  |  |  |  | -0.00567381438374802
2008-07-10 00:00:00 | 10776967.74 | 7 | 2008 | 10763708.75 | 10000000 | 0.002015557025658025 |  |  |  |  |  |  | -0.003669693254533439
2008-07-11 00:00:00 | 10811309.72 | 7 | 2008 | 10763708.75 | 10000000 | 0.003186608777953013 |  |  |  |  |  |  | -0.0004947783533177166
2008-07-14 00:00:00 | 10844361.23 | 7 | 2008 | 10763708.75 | 10000000 | 0.003057123591497643 |  |  |  |  |  |  | 0
2008-07-15 00:00:00 | 10788569.61 | 7 | 2008 | 10763708.75 | 10000000 | -0.005144758535492002 |  |  |  |  |  |  | -0.005144758535492002
2008-07-16 00:00:00 | 10749739 | 7 | 2008 | 10763708.75 | 10000000 | -0.003599236173441106 |  |  |  |  |  |  | -0.008725477507908546
2008-07-17 00:00:00 | 10672550.53 | 7 | 2008 | 10763708.75 | 10000000 | -0.007180497126488436 |  |  |  |  |  |  | -0.01584332136822421
2008-07-18 00:00:00 | 10639368.94 | 7 | 2008 | 10763708.75 | 10000000 | -0.003109059067626626 |  |  |  |  |  |  | -0.01890312261388963
2008-07-21 00:00:00 | 10620491.43 | 7 | 2008 | 10763708.75 | 10000000 | -0.001774307302102053 | -0.01330557369456883 | 0.06204914299999997 |  |  |  |  | -0.02064388996750533