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daily vs weekly returns

paul sorenson 
In a previous thread ("making sense of 100's of funds") there was 
discussion of asynchony and whether it was more favourable to use daily 
vs weekly returns for analysis.

I was curious about this and although probably an agricultural approach, 
I plotted the annualized weekly vs daily standard deviations for 80 of 
the funds that happen to be available at my superannuation provider.

The plot is at http://metrak.com/tmp/exch02.png.  The dashed line is y=x.

cheers