Portfolio Correlation Coefficient in Investment Formulas

Portfolio Correlation Coefficient measures the degree to which the returns of two assets in a portfolio move together. And is denoted by p₁₂.

Investment formulas that make use of Portfolio Correlation Coefficient

fxPortfolio VarianceGo

fxPortfolio Standard DeviationGo

What is the Portfolio Correlation Coefficient?

Portfolio Correlation Coefficient measures the degree to which the returns of two assets in a portfolio move together.

Can the Portfolio Correlation Coefficient be negative?

{YesorNo}, the Portfolio Correlation Coefficient, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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