Standard Deviation of rolling 1-year returns
Std
Dev
0.5
1
1.5
2
2.5
3
3.5
4
4.5
5
Long dur. & Gilt
5.26
Credit risk
5.14
Dynamic and med. to long dur.
4.16
Corp. bond & med. Dur.
3.1
Short Dur. & bkg & PSU
2.87
Ultra short & others
1.65
Liquid
0.82
Overnight
0.4
f
in
