How to calculate Avg. Monthly Return ?

[stock138]

Hello everyone,
1.do you know how TS calculate Avg. Monthly Return and Std. Deviation of Monthly Return ?
2. What's relationsip between them ?
Thank you very much!

 

[gbos]

You can find definitions of system's metrics here...

http://www.iasg.com/PerTrac2000Stataistics.htm

Regards

 

[stock138]

thank you very much. But I think TS consider interest because you can get negative number for Avg. Monthly Return which is different from the website you provide.