Portfolio Standard Deviation in Investment Formulas

Portfolio Standard Deviation is a measure of the dispersion of a set of data from its mean. And is denoted by σp.

Formulas to find Portfolio Standard Deviation in Investment

fxPortfolio Standard DeviationGo

fxSharpe RatioGo

fx Asset Weight 1 Go

fx Variance of Returns on Assets 1 Go

fx Asset Weight 2 Go

fx Variance of Returns on Assets 2 Go

fx Portfolio Correlation Coefficient Go

What is the Portfolio Standard Deviation?

Portfolio Standard Deviation is a measure of the dispersion of a set of data from its mean.

Can the Portfolio Standard Deviation be negative?

{YesorNo}, the Portfolio Standard Deviation, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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