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Currently (as of August 2018) Canopy uses a Risk Free Rate of 2.00% (which is approximately the 10yr US Treasure rate over the last 1 year).
Unless otherwise specified,
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Volatility is a measure of variation of a trading price series over time. It can be calculated on individual securities or indices or on entire strategies. Canopy uses the methodology suggested by Motley Fool (and therefore we use Standard Deviation of Daily Returns and not log of P2/P1).