CandleChasers

PORTFOLIO & PERFORMANCE

Historical Volatility Calculator

Calculate sample return volatility and its square-root annualization.

Your inputs

Use one currency throughout. Results update as you type.

Your result

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How to use this calculator

Adjust the inputs to your own scenario, then review the result alongside the assumptions below. The $ symbol is a currency label; the tool does not convert exchange rates.

Worked example

Identical periodic returns have zero measured sample volatility.

The formula

Sample volatility = sqrt(sum((return − mean)^2)/(n − 1)). Annualized volatility = sample volatility × sqrt(periods/year).

What the result means

Compare the output with the stated assumptions. Changing an input changes the arithmetic; it does not establish how a real trade or investment will perform.

Assumptions and limitations

Requires at least two equally spaced total-return observations. Uses sample standard deviation; annualization does not guarantee normally distributed or independent future returns.

Common questions

What does this calculation include?

Requires at least two equally spaced total-return observations. Uses sample standard deviation; annualization does not guarantee normally distributed or independent future returns.

Are the example inputs recommendations?

No. The defaults are worked examples. Enter values appropriate to your own calculation; outputs are estimates rather than forecasts.

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Educational calculations, not a forecast or personalized investment advice. Your inputs are used locally for the calculation and are not submitted by this tool.

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