How can I calculate portfolio variance in Excel?

Excel

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1274693

2026-04-09 22:15

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To calculate portfolio variance in Excel, you can use the formula SUMPRODUCT(COVARIANCE.S(array1,array2),array1,array2), where array1 and array2 are the returns of the individual assets in your portfolio. This formula takes into account the covariance between the assets and their individual variances to calculate the overall portfolio variance.

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