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Portfolio calculator

Portfolio Volatility Calculator

Estimate annualized volatility for a long-only portfolio using common daily observations and monthly target-weight rebalancing.

Examples: NVDA 40%, MSFT 30%, GOOG 30% or ticker-only lines for equal weights. Up to 10 long-only holdings.

Enter 4 for 4% per year. Default: 0%.

Methodology

  • Daily return standard deviation is calculated over the shared local history for all submitted symbols.
  • The daily standard deviation is multiplied by the square root of 252 to annualize it.
  • Weights are normalized, and ticker-only entries receive equal weights.
  • The benchmark is displayed for context and never changes the portfolio volatility calculation.

Historical returns use dividend-adjusted prices. Calculations are research outputs and are not investment advice.

Worked Example

A 24% annualized volatility estimate means the portfolio's historical daily return dispersion scaled to a one-year horizon is about 24%.

The default sample uses NVDA 40%, MSFT 30%, GOOG 30% with the 3Y lookback and SPY as benchmark context.

Does lower volatility mean lower risk?

It means lower historical return dispersion for this window, but it does not capture every risk.

Why monthly rebalancing?

Monthly target-weight rebalancing keeps calculations repeatable and consistent across all four calculators.

Why require common dates?

Common dates avoid comparing returns from mismatched trading windows or listing histories.

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