Two Asset Portfolio Variance
Calculator
Portfolio variance
0.01504
Results
- Portfolio variance
- 0.01504
- Portfolio standard deviation (%)
- 12.263767
Investing results
| Portfolio variance | 0.01504 |
| Portfolio standard deviation (%) | 12.263767 |
formula-map diagram
- Portfolio variance
- 0.01504
- Portfolio standard deviation (%)
- 12.263767
Investing relationship
Formula
σp² = wA²σA² + wB²σB² + 2wAwBρABσAσB= 0.01504
Note
This is not investment advice. It is a simplified model: it applies the displayed standard formula to the figures you entered, ignores taxes, fees, currency effects and credit risk, and assumes cash flows arrive exactly as scheduled. Real markets do not behave that way, and past or projected returns do not guarantee future results. Check the assumptions and consult a licensed adviser before acting on any figure.