For example, standard deviation only shows the consistency (or inconsistency) of the fund's returns. It does not show how well the fund performs against its benchmark, which is measured as beta.

For example, consider a two-asset portfolio with equal weights, standard deviations of 20% and 30%, respectively, and a correlation of 0.40. Therefore, the portfolio standard deviation is: ...

Building A Risk-Parity Portfolio: An Example. Jun. 10, 2020 10:36 AM ET ARCC, ... and 10% standard deviation of volatility. ... My answer would be a definite “yes”!

When clients ask how their portfolios are performing, advisors have a dizzying number of ways to answer. Over a five-year period. Over 30 years. Compared to a certain sample portfolio.