I took the daily performance of my fund and doubled the daily gain or loss per day. I then applied the same statistical metrics to these doubled figures as I do for the original values. Logically, I would have thought that the metrics also would have doubled. For example, I would have expected a figure of .084% to go .168%. However, what I found was that the figure went to .277%. This "exageration" occurred throughout all of the metrics I applied. In addition, I found an even greater "exageration" when I tripled the numbers. I would expect this condition would grow more extreme as I continue multiplying the original figures... My questions are: 1. Does this phenomena have a name? 2. What is the cause of it, in simple, layman's terms? Thank you for your assistance.