Zoho Sheet


Inputs		Outputs
Trading days /year	250	Daily
Initial portfolio value (W)	$200,000	Portfolio Variance	$2,600,000
		Portfolio Standard Deviation	$1,612
Asset A
Daily volatility (%)	1.0%	5 Days
Daily volatility ($)	$1,000	Scaled Std Deviation	$3,606
Exp Return (per year)	10.0%	VaR confidence interval	99%
Portfolio Weight (w)	50.0%	Normal Deviate	2.326
Asset B		Relative Value at Risk (VaR)	$8,388
Daily volatility (%)	1.0%	Portfolio Expected Return	0.240%
Daily volatility ($)	$1,000	Absolute Value at Risk (VaR)	$7,908
Exp Return (per year)	14.0%
Portfolio Weight (1-w)	50%

Correlation (A,B)	0.30

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