Professional portfolio managers look at annualized volatility. Would like to have this incorporated please.
Annualizing volatilityTo present this volatility in annualized terms, simply need to multiply our daily standard deviation (of returns, sum of percent change from each day) by the square root of 252.
Standard Deviation of Daily Returns * Sqrt(252)
For computing use StatsConst.STANDARD_DEV or one of existing stat value defined in class StatsConst