Back

Definition: Dispersion (Asset Weighted)

# | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z

 

The standard deviation of the returns of the accounts within a given time series where the value of the account’s assets influence the overall result. Accounts with more value contribute more to this metric than smaller accounts. This metric uses gross returns.