Federal Realty Investment Trust Annualized Standard Deviation of Monthly Returns (5Y Lookback) Trends

Federal Realty Investment Trust (FRT)

111.92 +2.37 (+2.16%) USD | NYSE | Dec 20, 16:00

112.15 +0.23 (+0.21%) After-Hours: 20:00

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Chart

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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Historical Data

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Standard Deviation Definition

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Standard deviation measures how much an investment's return deviates from its average over a specific period. Higher standard deviation indicates more volatility, while lower standard deviation signifies steadier returns. YCharts makes five types of standard deviation metrics over different time periods available: daily, monthly, quarterly, annualized monthly, and annualized quarterly.

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Annualized Standard Deviation of Monthly Returns (5Y Lookback) Range, Past 5 Years

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Minimum

Maximum

Average

Median

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Benchmarks

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Annualized Standard Deviation of Monthly Returns (5Y Lookback) Related Metrics

Alpha (5Y)	Upgrade
Beta (5Y)	Upgrade
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Historical Sortino (5Y)	Upgrade
Max Drawdown (5Y)	Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback)	Upgrade