S&P500 2000-2020

Simulation - 240 months

Average

Range

Average

Range

Index geometric return (%)

0.351

-

0.352

-

Index average arithmetic return (%)

0.42

-

0.47

-

Stock geometric returns (%)

0.743

−1.03 - 2.21

0.353

0.167 - 0.545

Stock arithmetic returns (%)

1.21

0.345 - 1.210

1.10

0.465 - 2.39

Price Volatility (%)

9.85

4.79 - 29.31

10.98

5.33 - 27.0

Correlation of geo. ret. & arith. ret

0.750

0.037