Stratsemble

Volatility Calculator

Volatility quoted over one period means little until it's on a common footing. This scales a per-period volatility to an annualized figure — the standard way to compare risk — using the square-root-of-time rule, and shows the daily and monthly equivalents.

Annualized volatility
15.9%
per-period × √(periods/yr)
≈ daily equivalent
1.00%
≈ monthly equivalent
4.6%
How it's calculated
  • Annualized = per-period volatility × √(periods per year).
  • • Common periods per year: 252 trading days · 52 weeks · 12 months.

Worked example: 1% daily volatility → 1% × √252 ≈ 15.9% annualized.

Square-root-of-time assumes returns are independent day to day and volatility is stable — real markets cluster (calm stretches, then bursts), so a single annualized number hides how lumpy the ride actually was. Educational tool, not advice.

These are the mechanics

A calculator shows what a rule should do on paper. Whether a strategy actually beats simply buying and holding — costs on, losses shown, no hindsight — is a different question, and the only one that pays. Most rules don't beat holding; the backtest is how you find the rare few that do — so when you build one that survives, you'll know it isn't a fake edge, then prove it forward before you risk real money. It won't tell you you'll win — nothing honest can.