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fin.portfolio-variance Calculator
Calculates two-asset portfolio standard deviation from asset weights, individual volatilities, and correlation coefficient. Diversification benefit is highest when correlation is low — two assets with 0% correlation produce a combined volatility less than either asset alone.
Inputs
W1 Pct
Body or object weight. For health calculators, usually in kg or lbs.
Sigma1 Pct
Reference formula or conversion factor shown for context.
W2 Pct
Body or object weight. For health calculators, usually in kg or lbs.
Sigma2 Pct
Reference formula or conversion factor shown for context.
Rho12
Linear relationship strength between two variables (−1 to +1). |r| < 0.3: weak · 0.3–0.7: moderate · > 0.7: strong.
Results
portfolio std dev σₚ
Standard deviation -- the average spread of values around the mean. In a normal distribution: 68% within 1 SD, 95% within 2 SD.
portfolio variance σₚ²
Standard deviation squared — average squared deviation from the mean. Essential for ANOVA, regression, and many statistical tests, though the squared units make it less intuitive directly.
diversification benefit
The value at the specified point or condition.
correlation ρ
The strength and direction of the linear relationship between the two variables (-1 to +1).
σₚ² = w₁²σ₁² + w₂²σ₂² + 2w₁w₂ρσ₁σ₂
Reference formula or conversion factor shown for context.
min variance portfolio
Standard deviation squared — average squared deviation from the mean. Essential for ANOVA, regression, and many statistical tests, though the squared units make it less intuitive directly.