Hi, I have questions regarding calculating standard deviation and Sharpe ratio with respect to a stock portfolio. I know it does not necessarily relate to options but I asked in other forums and I didn't received yet concrete answers. 1. Is a standard deviation of a stock portfolio generally expressed as % (i.e., by measuring the deviation of the stock portfolio's return from its average return)? For instance, if my portfolio returns were 2%, 3%, 4% and -5% at the recent 4 months, will the standard deviation be 4.08% or just 4.08? 2. Is a Sharpe ratio of a stock portfolio generally expressed as % as well? For instance, if the total return of the portfolio in the recent year was 10%, the risk free rate was 0.25%, and the portfolio's standard deviation was 4%, will the Sharpe ratio be 2.43% or just 2.43? Thanks in advance for your help.

Could you please see if my calculations are correct given the data that I mentioned in my examples? I ask because I'm really not familiar with such calculation, thanks.

Why did you start 4 different threads (maybe more) on this? I'm not a moderator so I don't care. But everyone who has replied to you (I did a few days ago) didn't even get an acknowledgement. Is this some kind of free charging station? If our replies didn't help you, let us know where it went wrong. How is anyone ever going to help you again if all you do is take and go?

I strated this thread after I initially didn't get specific responses to my questions in other forums (I also stated it in my original message). As my questions relate to very specific issues, and as I didn't know in which forums I can find people with knowledge in this subject, I wanted to increase the chances of receiving answers to my questions and I don't think there is anything wrong with it -- everybody can benefit from an elaborated discussion on these matters. btw -- I still didn't get a response to my follow-up question here. This is another reason to ask also in other forums.