skfolio.measures.standard_deviation

skfolio.measures.standard_deviation(returns, sample_weight=None, biased=False)

Compute the standard-deviation (square root of the second moment).

Parameters:

returnsndarray of shape (n_observations,) or (n_observations, n_assets)

Array of return values.

biasedbool, default=False

If False (default), computes the sample standard-deviation (unbiased); otherwise, computes the population standard-deviation (biased).

sample_weightndarray of shape (n_observations,), optional

Sample weights for each observation. If None, equal weights are assumed.

Returns:

valuefloat or ndarray of shape (n_assets,)

Standard-deviation. If returns is a 1D-array, the result is a float. If returns is a 2D-array, the result is a ndarray of shape (n_assets,).