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2 Asset Portfolio Calculator

  Asset 1Asset 2
Portfolio %%%
Expected Return%%
Volatility%%
<-- Covariance %
  

How does the 2 Asset Portfolio Calculator work?

Given a portfolio with 2 assets, this determines the expected return (mean), variance, and volatility (standard deviation) of the portfolio.
This calculator has 7 inputs.

What 1 formula is used for the 2 Asset Portfolio Calculator?

  1. Portfolio Variance = Asset 2%2 x Volatility of Asset 12 + Asset 2%2 x Volatility of Asset 22 + 2 x Asset 1 % x Asset 2% x Covariance x Volatility of Asset 1 x Volatility of Asset 2

For more math formulas, check out our Formula Dossier

What 5 concepts are covered in the 2 Asset Portfolio Calculator?

2 asset portfolio
expected return
amount of profit or loss an investor anticipates on an investment
standard deviation
a measure of the amount of variation or dispersion of a set of values. The square root of variance
variance
How far a set of random numbers are spead out from the mean
volatility
Measures dispersion of returns for an stock or index



2 Asset Portfolio Calculator Video