Dispersion of the average annual return and risk rate for all portfolios and different investment periods (%). Source: authors’ calculations based on Bloomberg data.

 
 
  Part of: Abramov A, Radygin A, Chernova M (2015) Long-term portfolio investments: New insight into return and risk. Russian Journal of Economics 1(3): 273-293. https://doi.org/10.1016/j.ruje.2015.12.001