Using the formula '=SQRT(5)*D13' indicates that the weekly volatility is 1.46%. You can also calculate the volatility of an entire portfolio, but this formula is far more complex. To keep things ...

The denominator is the standard deviation of a portfolio's downside volatility. The following examples of applications of the Sortino ratio formula demonstrate how calculating risk-adjusted ...

Beta measures the volatility of a security or a portfolio relative to a market benchmark. Beta, represented by the Greek lowercase letter β, is also used in the formula for the weighted average ...