Historical volatility calculator
The real swing of a price from its closes.
Free risk tools
Portfolio risk calculator
How much a mix of holdings swings, and which one carries the risk.
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The mix
The swing
The mix swings about 10.6% a year: a usual year ends within about $10,620.81 of its average on $100,000.00.
- What mixing saves
- Held with no diversification the same weights would swing 14.2%; the correlations take off 3.6 points.
- Where the risk is
- Stocks carries 83% of the swing on 60% of the money.
- A bad year
- About one year in forty falls more than 21% ($21,241.61) below its average, if the swings and links hold. In a crash, links tighten.
Each holding's weight against its share of the swing: risk shares can differ a lot from money shares.
| Holding | Weight | Volatility | Share of risk |
|---|---|---|---|
| Stocks | 60% | 16% | 83% |
| Gold | 25% | 15% | 17% |
| Bonds | 15% | 6% | 0% |
Education only, not investment advice. The answer comes from the numbers you typed in, not from your account or the market. Simulated results are hypothetical and have limits: real trading has slippage, gaps, changing results and emotions. Trading leveraged products can lose money quickly, including all of it. Risk warning
Educational only, not financial advice; trading involves risk.
Diversification in one number
A portfolio swings less than the average of its parts when they do not move together. How much less depends on the links between them: two holdings that move on their own cut each other's swings; two in lockstep cut nothing. The usual surprise is how much of the risk sits in one holding: in a 60/40 mix, stocks often carry about 90% of it.
Measure each holding's volatility with the historical volatility calculator and the links with the correlation calculator; bring the weights back in line with the rebalancing calculator.
Not advice. Arithmetic on the numbers you type; volatilities and correlations change, and rise together in a crash.
Next tools
Correlation calculator
How closely two markets move together.
Rebalancing calculator
What to buy and sell to get back to your mix.
Pricing
Three ways in. Pick yours.
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Baroq never holds your money and never trades for you. Educational only, not financial advice; trading involves risk.