Thanks. If I could indulge just a little bit more QC... I've calculated all rolling year returns as the product of all the most recent rolling 12 monthly returns (1.005*.98*1.02*.991, etc). Since I don't feel like I've been more successful than any hedge fund out there (cough), perhaps that's not the right formula.

So I took a shot at calculating the annual returns by Ending / (Starting -12mo + net additions). An even more outlying result / lower deviation. Which probably means I have a bad outlier value in there.

But - am I handling the "returns under 10%" correctly? Squaring -.025 (1.075 - 1.10) = .000625. Very small numbers to sum and sqrt. But multiplying -.025 by 100, then squaring, turns it into 6.457, and summing & sqrting THOSE turns the deviation into 109%.

Math aficionado I'm not,
FC

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