When converting daily volatilities to annual volatilities one need to multiply with $\sqrt{252}$.

But I found this piece of code [this piece of code](https://github.com/QuantLet/SFE_class_2017/blob/master/SFECrixSimu/SVCJ_crix.m) who calculate log-returns in the following way: In MATLAB:

```
y=price2ret(CrixData(:,2))*sqrt(250);

```

The documentation for `price2ret` function is given [here](https://www.mathworks.com/help/econ/price2ret.html), and what this function does is calculating returns of historical data. Why does one also need to multiply with $\sqrt{252}$ in this case?