You are provided the monthly returns data for an investment fund and its benchmark for the last five months. The fund returned 1.8%, 1.1%, 1.3%, 1.6%, and -1.5% in these five months respectively. The benchmark returned 1.5%, 0.4%, 0.4%, 0.5%, and -1.0% in the corresponding five months. The risk-free asset has an effective annual return (EAR) of 1% during these five months. The beta of the fund is 0.5948. What is the Tracking Error Volatility (i.e. standard deviation of excess returns) of the fund using annualized numbers?