Portfolio Volatility

Returns the annualized standard deviation of portfolio returns.

Syntax

=PortfolioVolatility()
Excel Desktop (Windows)

Examples

=PortfolioVolatility()

When to Use

  • Risk assessment
  • Sharpe ratio calculation
  • Portfolio optimization

When NOT to Use

Scenario Use Instead
Downside risk SortinoRatio()
Market risk PortfolioBeta()

Common Issues & FAQ

Is this annualized?

Yes, typically annualized volatility.

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