Portfolio Volatility
Returns the annualized standard deviation of portfolio returns.
Syntax
=PortfolioVolatility()Examples
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.
Excel Templates Using Portfolio Volatility
These ready-made MarketXLS templates call PortfolioVolatility() in their worksheet formulas. Open one to see the function working inside a complete model.
Related Formulas
More MarketXLS Portfolio Analytics formulas you can use in the same worksheet:
- Positive Period
- Treynor Ratio
- Wealth Index
- AIPortfolio Optimize
- AIPortfolio Predict Returns
- Drawdown
- Holdings Gain
- Holdings Gain Percent
See PortfolioVolatility used in a complete workbook: Thinkorswim RTD Excel: Complete Guide to Real-Time Data in Spreadsheets (2026)
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