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Daily Returns = Change in Value / Yesterday's Value (to eliminate the effect of any random data in the result we ignore any daily return more than 25%)
Portfolio Value = Value Most recent closing value of securities in the portfolio (we exclude cash in the portfolio from this calculation)
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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).