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I was asked recently about the best advice anyone has ever given me about being an entrepreneur. My answer was simple: breathe.

Starting and running your own business is exciting, but being an entrepreneur can be a stressful life.

When you work for or lead a big, established company, you could expect to have plenty of resources and people to help you get things done.

When you’re an entrepreneur, you (and perhaps your co-founders) are on your own. There will likely be many things for you to stress out about, from making sure you have enough financing to finding the best people to help you manage and grow your business.

To succeed, managing stress is important. There’s no single formula or path, of course. Let me share the 5 strategies that have worked for me:

1. Exercise

Being an entrepreneur is like running a marathon. Running is not just a metaphor for me. I’m not a marathoner, but one of the the best ways I’ve been able to manage the stress of running a business is by running.

Running, for me, is a way to clear my head and recharge. When I’m out on the road, I don’t think about work or how my business is doing. I get to tune everything out temporarily. That’s when I’m able to regain the positive energy I need to take on the challenges of entrepreneurship.

We all know that exercise is key to staying in shape and dealing with life’s day-to-day stresses. For an entrepreneur, working out is one of the best ways to manage stress.

2. Lean on your co-founder, friends and family.

I launched BlueVine with another entrepreneur and technologist who shared my vision and passion for the company.

Nir Klar, who is our chief technology officer, has also become my close friend, my confidante. In some sense, he’s even like my therapist, the person with whom I can talk about the day-to-day hardships of running a business.

It’s important to have a person or a group of people who could help you process the rollercoaster emotions in launching and running a company — and with whom you could also celebrate your triumphs.

Checking in with people you trust and who you know believe in what you’re doing can give you the much-needed boost when things aren’t going your way.

3. Listen to Music

Music is my other proven stress-management tool. I listen to all kinds of music, from electronic to rock.

The role of music in reducing stress is well-established. (A decade ago, a study even found that music can be an effective treatment for depression.)

Just like running and chatting with my co-founder and closest friends, listening to music helps me take my mind off work. It calms me down and gives me the strength and helps me focus as I take on the challenges of running a business.

4. Take breaks for fresh air and sunshine

Sometimes, managing stress is just a matter of taking a pause to get some fresh air and sunshine.

Fresh air and sunshine are important to me and I suspect to most people. That’s why I make it a point to take a short break during the day and go outside, even if it’s just to buy lunch and bring it back to the office.

Like I said, the best advice anyone ever gave me about being a business owner is to breathe. That and a little bit of sunshine can do wonders to lift your mood.

5. Think positively and don’t be afraid of failure

Entrepreneurship is not a sprint. There are days when things are going great, when you’re hitting your business goals and new opportunities are coming up. But other days can be full of frustrations when nothing seems to be going your way.

But you can’t let those days overwhelm you. Don’t stress out too much about every setback because failure is part of the game.

Don’t be afraid to fail. Embrace your failures and learn from them.

Meanwhile, imagine how great things can turn out, and let that propel you forward.