Portfolio Volatility
Last updated 9 November 2026
Function reference › Risk and Performance Measures › Volatility
1 GIAnalyzer function for Excel. Optional arguments are shown in [brackets].
GIA_RPM_PortfolioVolatility
Returns the volatility of a portfolio given an array of weights, a correlation or variance/covariance matrix and an array of volatilities.
GIA_RPM_PortfolioVolatility(WeightsArray, Matrix, VolatilityArray, MatrixType)Returns: Volatility of a portfolio given an array of weights, a correlation or variance/covariance matrix and an array of volatilities
| Argument | Use | Description |
|---|---|---|
WeightsArray | Required | The array of weights of the portfolio. |
Matrix | Required | The correlation or variance/covariance matrix of the portfolio. |
VolatilityArray | Required | The array of volatilities of the portfolio. Unnecessary if the matrix given is a covariance matrix. |
MatrixType | Required | The matrix type (Covariance, Correlation). |