RupeeCase
Education . Factor Models . 3 of 4
Variance drag . why the same average return ends with different money
Two portfolios. Same arithmetic average. Different ending balances. The volatile one loses to the math.
Toy run . start Rs 100 . two years . each portfolio averages 10 pct per year . Portfolio A swings hard . Portfolio B stays steady.
Path
Year 1
Year 2
Ending Rs
Portfolio A. high vol
+50 pct . Rs 150
-30 pct . Rs 105
105
Portfolio B. low vol
+10 pct . Rs 110
+10 pct . Rs 121
121
Arithmetic mean. both
10 pct
10 pct
tie
Geometric truth
A compounds at 2.5
B compounds at 10.0
16 Rs gap
Same average return. 16 rupees difference. The volatile path forfeits the gap to variance, not to bad picks.
The formal version . long horizon
geometric return ~ arithmetic return - ( sigma squared / 2 )
Sigma squared is the cost of being volatile. Two portfolios can earn the same average year by year and the lower-vol one still ends with more money. The difference is paid by variance.