Standard Deviation of a Portfolio Calculator

Written by:Abraham A.
Location:DCF Analysis

Finance.ThinkAndDone.com provides you online and windows calculators to calculate standard deviation of a portfolio. Type in proportions of investments, standard deviations of parts, and correlation coefficient

Location: DCF Analysis

Standard Deviation of a Portfolio Calculator

Developed by:Emma A.
Location:Financial Calculators
type in the authorization code in the box located below:

Results

Portfolio standard deviation σ(a,b) = 0.1442 or 14.42%

Input Data

type in proportion or weight of first investment in the space below:
%
type in proportion or weight of second investment in the space below:
%
type in standard deviation of first investment in the space below:

type in standard deviation of second investment in the space below:

type in correlation of coefficient of first and second investment in the space below:

Instructions

To use this online calculator to calculate standard deviation of a portfolio, you need to type in weightage of each investment, standard deviations of each investment, and coefficient of correlation

  • You have to type in weight of the fist investment such as 40 for 40% and weight for second investment such as 60 for 60%
  • Then you have to type in standard deviation of first investment such as 0.10 and for second one such as 0.50
  • A correlation coeffecient has to be keyed in such as 0.50
  • Finally a click on the CALCULATE button will yield standard deviation of the portfolio as 14.42%