I can't answer the first two questions because they require some knowledge of the industry rather than knowledge of mathematics but I can answer the third question. For annualising you should always multiply by if the variable you are measuring is being added up over twelve months. But the rates of return on money aren't being added together, the return is compounded.

If are the rate of return on investments in each month so that r is calculated by: not by

Then after 12 months the annual rate of return R is

Taking the log (base 10) of both sides

Since the log of the rate of return are added together it would make sense to find their standard deviation and multiply it by

So for example, if you found that the standard deviation of the log of the rate of return was 0.01 then the standard deviation of the log of the annual rate of return is

And the standard deviation of the annual rate of return (removing the log) is

This would mean that that point that is one standard deviation below the mean annual return is

Two standard deviations below the mean would be found by

So I would suggest that you change your analysis from looking at percentage return to looking at log return

Another thing to note is that the standard deviation of the money earned from inception doesn't produce any meaningful number because the numbers used to compute it are not measuring the same thing, the first number in column F is measuring how much is earned from 1 month of investing, the second number is measuring how much is earned from 2 months of investing, ect.