I have a (non-normal) distribution of expected cumulative returns 10 quarters in the future, from which I have calculated mean, standard deviation, skewness and kurtosis. I would like to annualize these moments. For skewness and kurtosis i am multiplying the result by 1/√n and 1/n respectively. For standard deviation I am multiplying the result by √n. I am using n = 1/2.5 = 0.4

I’d be very grateful if someone could confirm whether this is the correct approach and if not, suggest an alternative one.

Many thanks for the help.


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