Consumer staples, which had a 10-year annualizedstandarddeviation of just 13%.
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2.
Table 3 below provides a summary of the annualizedstandarddeviation and returns for each asset class, the weighted average risk and return and the total portfolio risk and return from January 1979 through December 2009.
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3.
The table includes an annualized return, annual standarddeviation of the technique, best and worst calendar year return, and the high and low amount in equity over the period.