Investopedia / Crea Taylor There are several simple steps to calculate the TWR: Use this formula to determine the compounded rate of growth of your portfolio holdings. Assume there are two mutual ...

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 Sortino ratio uses three inputs for its formula. The numerator is the difference between a portfolio's return and the risk-free rate of return. You can use a portfolio's actual or expected return.