| 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 |
|