prtfolio risk

Upload: sitaram-swaroop

Post on 07-Apr-2018

217 views

Category:

Documents


0 download

TRANSCRIPT

  • 8/3/2019 Prtfolio Risk

    1/14

    nruteRdnaksiRoiloftroP

    larevesfooiloftropadlohotesoohcyeht,daetsnI.noitalosiniskcotsdlohtonodsrotsevnitsoM ,detanimileebnacksirs'kcotslaudividninafonoitropa,esacehtsisihtnehW.skcots ,.e.i

    elpicnirpsihT.yawadeifisrevid ehtnodetneserpsi noitacifisreviD noitatupmoceht,tsriF.egap

    .detartsulliebtsumoiloftropafonoitaiveddradnatsdna,ecnairav,nruterdetcepxeehtfo

    ,niagaecnO skcotsnosnruterehtrofnoitubirtsidytilibaborpehtgnisueblliwew A dna B .

    etatS ytilibaborP

    nonruteR

    AkcotS

    nonruteR

    BkcotS

    1 %02 %5 %05

    2 %03 %01 %03

    3 %03 %51 %01

    3 %02 %02 - %01

    ehtmorF nruteRdetcepxE dna ksiRfoserusaeM nonruterdetcepxeehttahtwonkewsegapt,%02siBkcotSnonruterdetcepxeeht,%5.21siAkcotS eht,36200.siAkcotSnoecnairaveh

    dradnatsehtdna,%21.5siSkcotSnonoitaiveddradnatseht,00240.siBkcotSnoecnairav

    .%94.02siBkcotSnonoitaived

    nruteRdetcepxEoiloftroP

    ehT oiloftroPanonruteRdetcepxE revadethgiewehtsadetupmocsi detcepxeehtfoega

    ehtfonoitroporpehttcelfersthgiewehT.oiloftropehtesirpmochcihwskcotsehtnosnruter:swollofsadesserpxeebnacsihT.skcotsehtnidetsevnioiloftrop

    erehw

    R[E p ,oiloftropehtnonruterdetcepxeeht=] forebmuneht=N ,oiloftropehtniskcots wi dna,ikcotsnidetsevnioiloftropehtfonoitroporpeht= R[E i .ikcotsnonruterdetcepxeeht=]

    sadesserpxeebnacnoitauqeevobaeht,stessaowtfognitsisnocoiloftroparoF

    http://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/MeasuresOfRisk.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.html
  • 8/3/2019 Prtfolio Risk

    2/14

    skcotSfooiloftroPanonruteRdetcepxE BdnaA

    R[E:etoN A R[Edna%5.21=] B %02=]

    BkcotS%05dnaAkcotS%05fognitsisnocoiloftroP

    BkcotS%52dnaAkcotS%57fognitsisnocoiloftroP

    noitaiveDdradnatSdnaecnairaVoiloftroP

    stcelferoiloftropafonoitaiveddradnats/ecnairavehT fonoitaiveddradnats/ecnairavehtylnotonehtesirpmochcihwskcotsehtnosnruterehtwohoslatuboiloftropehtpuekamtahtskcotseht

    ehterarehtegotyravskcotsforiapanosnruterehtwohfoserusaemowT.rehtegotyravoiloftrophtdnaecnairavoc .tneiciffeocnoitalerroce

    ehT ecnairavoC gniwollofehtgnisudetaluclacebnacskcotsowtnosnruterehtneewteb

    :noitauqe

    erehw

    21 ,2dna1skcotsnosnruterehtneewtebecnairavoceht= ,setatsforebmuneht=N pi ,ietatsfoytilibaborpeht= R i1 ,ietatsni1kcotsnonrutereht= R[E 1 ,1kcotsnonruterdetcepxeeht=] R i2 dna,ietatsni2kcotsnonrutereht= R[E 2 =] .2kcotsnonruterdetcepxeeht

    ehT tneiciffeoCnoitalerroC ehtgnisudetaluclacebnacskcotsowtnosnruterehtneewteb

    :noitauqegniwollof

    erehw

  • 8/3/2019 Prtfolio Risk

    3/14

    21 ,2dna1skcotsnosnruterehtneewtebtneiciffeocnoitalerroceht=

    21 neewtebecnairavoceht= ,2dna1skcotsnosnrutereht

    1 dna,1kcotsnonoitaiveddradnatseht=

    2 .2kcotsnonoitaiveddradnatseht=

    BdnaAskcotSnosnruteRehtneewtebtneciffeoCnoitalerroCdnaecnairavoC

    R[E:etoN A R[E,%5.21=] B ,%02=] A dna,%21.5= B 94.02= .%

    eht,ecnairavocehtrotneiciffeocnoitalerrocehtrehtiegnisU owTanoecnairaV - tessA

    oiloftroP :swollofsadetaluclacebnac

    .ecnairavehtehtfotoorerauqsevitisopehtslauqeoilofropehtnonoitaiveddradnatsehT

    veDdradnatSdnaecnairaV BdnaAskcotSfooiloftroPanonoitai

    R[E:etoN A R[E,%5.21=] B ,%02=] A ,%21.5= B dna,%94.02= BA = - .1

    BkcotS%05dnaAkcotS%05fognitsisnocoiloftroP

    BkcotS%52dnaAkcotS%57fognitsisnocoiloftroP

    rewolasahBkcotSni%52dnaAkcotSni%57gnitsevniybdemrofoiloftropehttahtecitoNdnaecnairav detcepxerehgihasahoiloftropehtdnaBroAskcotSrehtienahtnoitaiveddradnats

    foecnesseehtsisihT.AkcotSnahtnruter noitacifisreviD mossoiloftropgnimrofyb, ksirehtfoe

    .detanimileebnacskcotslaudividniehtnitnerehni

    smelborPelpmaxE

    http://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Diversification.html
  • 8/3/2019 Prtfolio Risk

    4/14

    1kcotS 2kcotS

    :nruteRdetcepxE 5.21 %02

    %

    :noitaiveDdradnatS 21.5 %94.02

    %

    :tneiciffeoCnoitalerroC 1-

    oiloftroP

    1thgieW

    detcepxE

    nruteR ecnairaV

    dradnatS

    noitaiveD05

    % % %

    noitacifisreviD

    ehtnoelpmaxeehT nruteRdnaksiRoiloftroP rtsulliegap yksirmorfdemrofoiloftropatahtdetasihtnO.seitiruceslaudividniehtforehtienahtnoitaiveddradnatsrewolaevahnacseitiruces

    ,noitacifisrevidfostifenebehttahtetartsnomedotrehtruftpecnocsihterolpxellahsewegap ,.e.i

    ninoitcudereht ehtneewteb)ecnairavocro(tneiciffeocnoitalerrocehtnopusdneped,ksir.oiloftropehtgnisirpmocseitirucesehtnosnruter

    skcotsredisnoC C dna D .%01fonoitaiveddradnatsadna%8fonruterdetcepxenasahCkcotS.fonruterdetcepxenasahDkcotS fotpecnocehT.%02fonoitaiveddradnatsadna%61

    tnereffideerhtrednuDdnaCskcotsfosoiloftropgnimrofybdetartsullieblliwnoitacifisrevid

    .DdnaCskcotsnosnruterehtneewtebtneiciffeocnoitalerrocehtgnidragersnoitpmussa

    alerroC:1esaC 1=tneiciffeoCnoit

    morfdemrofsoiloftroprofnoitaiveddradnatsdnanruterdetcepxeehtsedivorpwolebelbatehT

    slauqesnruterriehtneewtebtneiciffeocnoitalerrocehttahtnoitpmussaehtrednuDdnaCskcots.1

    fothgieW

    CkcotS

    oiloftroP

    detcepxE

    eR nrut

    oiloftroP

    dradnatS

    noitaiveD

    %001 %8 %01

    %09 %8.8 %11

    http://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/Portfolios.html
  • 8/3/2019 Prtfolio Risk

    5/14

    %08 %6.9 %21

    %07 %4.01 %31

    %06 %2.11 %41

    %05 %21 %51

    %04 %8.21 %61

    %03 %6.31 %71

    %02 %4.41 %81

    %01 %2.51 %91

    %0 %61 %02

    teStneiciffEdnateSytinutroppO

    eSytinutroppO t - deveihcaebnactahtseciohcnruterksirfotesehtstcipedtesytinutroppoehT

    ehtnodettolpsevruceritneehtybdetneserpersitI.DdnaCskcotsfooiloftropagnimrofyb

    .egapsihtnoshoarg

    teStneiciffE - eitnorftneiciffero(testneciffeehT ehtfonoitropdepolsylevitisopehtsi)r

    arofnruterdetcepxetsehgihehtreffohcihwseciohcnruterksirfotesehtsitI.tesytinutroppo

    .ksirfolevelnevig

    eht1+otlauqesiseitirucesowtnosnruterehtneewtebtneiciffeocnoitalerrocehtnehW snruter

    ehtfotolpehtdnaelbatehtmorfneesebnacsA.detalerrocylevitisopyltcefrepebotdiasera

    ehtfoenon,detalerrocylevitisopyltcefreperaseitirucesowtnosnruterehtnehw,tesytinutroppobdetanimileebnacskcotslaudividniehtfoksir oiloftropagnimrof,esacsihtnI.noitacifisrevidy

    .srotsevnirofseciohcnruter/ksirlanoitiddasedivorpylpmisDdnaCskcotsfo

    =tneiciffeoCnoitalerroC:2esaC -1

    ofsoiloftroprofnoitaiveddradnatsdnanruterdetcepxeehtsedivorpwolebelbatehT morfdemr

    slauqesnruterriehtneewtebtneiciffeocnoitalerrocehttahtnoitpmussaehtrednuDdnaCskcots

    - .1

    fothgieW

    CkcotS

    oiloftroP

    detcepxE

    nruteR

    oiloftroP

    dradnatS

    noitaiveD

    %001 %8 %01

    %09 %8.8 %7

    %08 %6.9 %4

  • 8/3/2019 Prtfolio Risk

    6/14

    %07 %4.01 %1

    %76.66 .01 %76 %0

    %06 %2.11 %2

    %05 %21 %5

    %04 %8.21 %8

    %03 %6.31 %11

    %02 %4.41 %41

    %01 %2.51 %71

    %0 %61 %02

    otlauqesiseitirucesowtnosnruterehtneewtebtneiciffeocnoitalerrocehtnehW - snrutereht1

    etalerrocylevitagenyltcefrepebotdiasera ehtsisihtnehW.detalerrocylesrevniyltcefreprod

    ninwohssisihT.skcotsowtehtnitnuomaevitisopagnitsevniybdetanimileebnacksirlla,esac.%76.66siCkcotSfothgiewehtnehwevobaelbateht

    0=tneiciffeoCnoitalerroC:3esaC

    belbatehT morfdemrofsoiloftroprofnoitaiveddradnatsdnanruterdetcepxeehtsedivorpwole

    slauqesnruterriehtneewtebtneiciffeocnoitalerrocehttahtnoitpmussaehtrednuDdnaCskcots.0

    fothgieW

    CkcotS

    oiloftroPdetcepxE

    nruteR

    oiloftroPdradnatS

    oitaiveD n

    %001 %8 %01

    %09 %8.8 %22.9

    %08 %6.9 %49.8

    %07 %4.01 %22.9

    %06 %2.11 %01

    %05 %21 %81.11

    %04 %8.21 %56.21

    %03 %6.31 %23.41

    %02 %4.41 %21.61

  • 8/3/2019 Prtfolio Risk

    7/14

    %01 %2.51 %30.81

    %0 %61 %02

    esowtnosnruterehtneewtebtneiciffeocnoitalerrocehtnehW snrutereht0otlauqesiseitiruc

    ecitoN.noitacifisrevidaivdetanimileebnacksiremos,esacsihtnI.detalerrocnuebotdiaseradetcepxerehgihaevahsoiloftropeht%06dna%001neewtebsiCkcotSfothgiewehtnehwtaht

    oladnaCkcotSnahtnruter nidetcipedsisihT.DroCskcotSrehtienahtnoitaiveddradnatsrew.tesytinutroppoehtnievrucdrawniehtybhpargeht

    dlroWlaeRehT

    sihtnehW.7.0ot5.0neewtebsegnarskcotstsomneewtebtneiciffeocnoitalerroceht,ecitcarpnI

    oeht,esacehtsi ehthcihwniesacehtninwohstahtotepahsralimisaevahlliwtesytinutroppehtezilitunacuoY.noitacifisrevidaivdecuderebnacksir,suhT.detalerrocnuerewsnruter owT

    rotaluclaCoiloftroPtessA noitacifisrevidfostifenebeht,revoeroM.pihsnoitalersihterolpxeot

    .oiloftropehtotdeddaeraskcotseromsaesaercni

    rotaluclaCoiloftroPtessAowT

    rotaluclaCoiloftroPtessAowT

    1kcotS kcotS 2

    :nruteRdetcepxE % %

    :noitaiveDdradnatS % %

    :tneiciffeoCnoitalerroC

    1thgieW

    detcepxE

    nruteR ecnairaV

    dradnatS

    noitaiveD

    001% % %

    09

    % % %08

    % % %

    07% % %

    06% % %

    05% % %

    http://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.html
  • 8/3/2019 Prtfolio Risk

    8/14

    04% % %

    03% % %

    02% % %

    01

    % % %0

    % % %

    niecnatsissaroF ehteesrotaluclacehtgnisu noitcudortnI:rotaluclaCoiloftroPtessAowT .

    noitcudortnI:rotaluclaCoiloftroPtessAowT

    ehT rotaluclaCoiloftroPtessAowT ehtdnifotdesuebnac detcepxEnruteR , ecnairaV dna, noitaiveDdradnatS demrofsoiloftroprof

    .stessaowtmorf

    .1 sdleiFnruteRdetcepxE - nonruteRdetcepxEehtretnE

    a1skcotS .sdleifesehtni2dn.2 sdleiFnoitaiveDdradnatS - nonoitaiveDdradnatSehtretnE

    http://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalculator.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/PortfolioCalcIntro.html
  • 8/3/2019 Prtfolio Risk

    9/14

    .sdleifesehtni2dna1skcotS.3 sdleiFtneiciffeoCnoitalerroC - noitalerroCehtretnE

    .dleifsihtni2dna1skcotSnosnruterehtneewtebtneiciffeoC.4 snottuB - ehtsserP etaluclaC detcepxEehtetaluclacotnottub

    demrofsoiloftropnonoitaiveDdradnatSdnaecnairaV,nruteR

    ehtsserP.2dna1skcotSmorf raelC ehtraelcotnottub.rotaluclac

    .5 snruteRoiloftroP - dna,ecnairaV,nruteRdetcepxEehT

    ehtrofnoitaiveDdradnatS 1skcotSmorfdemrofsoiloftrop

    eht,elbatehtniworhcaeroF.elbatsihtnideyalpsidera2dnaoiloftropehtni1kcotSfothgiewehtsetacidninmuloctsrif

    ,)1kcotSfothgiewehtsunim%001si2kcotSfothgieweht(pxEehtsedivorpnmulocdnoceseht ehtnonruteRdetce

    ehtfoecnairaVehtsedivorpnmulocdrihteht,oiloftropdradnatSehtsedivorpnmulochtruofehtdna,oiloftrop

    .oiloftropehtfonoitaiveD

    nruteRdetcepxE

    ehtrehtehwytniatrechtiwwonktonodsrotsevnI.niatrecnusierutufehT eblliwymonoce

    riehtnruterfoetartahwwonktonodyeht,hcussA.noissecerniebroyldipargniworg

    ehtgninrecnocsnoitatcepxeriehtnosnoisicedriehtesabyeht,eroferehT.dleiylliwstnemtsevni.erutuf

    serperkcotsanonruterfoetardetcepxeehT elbissopfonoitubirtsidytlibaborpafonaemehtstne

    nosnruterehtrofnoitubirtsidytilibaborpasedivorpwolebelbatehT.kcotsehtnosnrutererutufskcots A dna B .

    etatS ytilibaborP

    nonruteR

    AkcotS

    nonruteR

    BkcotS

    1 %02 %5 %05

    2 %03 %01 %03

    3 %03 %51 %01

    3 %02 %02 - %01

  • 8/3/2019 Prtfolio Risk

    10/14

    ehtotnidoirepenodlrowehtfosetatselbissopruoferaereht,noitubirtsidytilibaborpsihtnI

    hcaeotdengissasiytilibaborpA.noisseceraotdnopserrocyam1etats,elpmaxeroF.erutuf

    hstcelferytilibaborpehT.etats ehtfomusehT.rrucolliwetatsehttahtsitiylekilwosnmulocowttsalehT.neppahtsumgnihtemostahtgnitacidni,%001lauqetsumseitilibaborp

    skcotsrofsemoctuorosnruterehttneserp A dna B .setatsruofehtniruccolliwtaht

    ytilibaborpaneviG ehtgnisudetaluclacebnacnruterdetcepxeeht,snruterfonoitubirtsid:noitauqegniwollof

    erehw

    ,kcotsehtnonruterdetcepxeeht=]R[E

    ,setatsforebmuneht=N

    pi dna,ietatsfoytilibaborpeht= Ri .ietatsnikcotsehtnonrutereht=

    pxE BdnaAskcotSnonruteRdetce

    AkcotS

    BkcotS

    tahteesewoS BkcotS nahtnruterdetcepxerehgihasreffo AkcotS trapylnositaht,revewoH.

    .ksirderedisnocteyt'nevahew;yrotsehtfo

    smelborPelpmaxE nonruteRdetcepxEehtdniF gniwollofehtnevigkcotsa

    1nruteRytilibaborPetatS.kcotsehtrofsnruterfonoitubirtsidytilibaborp02

    %5

    2%

    03%

    01% 3

    03%

    514%

    02%

    02% :nruteRdetcepxE %

    smelborPelpmaxE sanonruteRdetcepxEehtdniF gniwollofehtnevigkcot

    1nruteRytilibaborPetatS.kcotsehtrofsnruterfonoitubirtsidytilibaborp02

    %5

    2%

    03%

    013%

    03%

    514%

    02%

    02% :nruteRdetcepxE %

    smelborPelpmaxE cotsanonruteRdetcepxEehtdniF gniwollofehtnevigk ytilibaborP nruteR

  • 8/3/2019 Prtfolio Risk

    11/14

    1nruteRytilibaborPetatS.kcotsehtrofsnruterfonoitubirtsidytilibaborp

    02%

    52%

    03%

    013%

    03%

    514%

    02%

    02% :nruteRdetcepxE %

    smelborPelpmaxE detcepxEehtdniF gniwollofehtnevigkcotsanonruteR

    1nruteRytilibaborPetatS.kcotsehtrofsnruterfonoitubirtsidytilibaborp

    02%

    52%

    03%

    013%

    03%

    514%

    02%

    02% :nruteRdetcepxE %

    02%

    5%

    smelborPelpmaxE gniwollofehtnevigkcotsanonruteRdetcepxEehtdniF

    1nruteRytilibaborPetatS.kcotsehtrofsnruterfonoitubirtsidytilibaborp

    02%

    52%

    03%

    013%

    03%

    514%

    02%

    02% :nruteRdetcepxE %

    03%

    01%

    smelborPelpmaxE gniwollofehtnevigkcotsanonruteRdetcepxEehtdniF

    nruteRytilibaborPetatS.kcotsehtrofsnruterfonoitubirtsidytilibaborp 1

    02%

    52%

    03%

    013%

    03%

    514%

    02%

    02% :nruteRdetcepxE %

    03%

    51%

    smelborPelpmaxE gniwollofehtnevigkcotsanonruteRdetcepxEehtdniF

    aborp 1nruteRytilibaborPetatS.kcotsehtrofsnruterfonoitubirtsidytilib

    02%

    52%

    03%

    013%

    03%

    514%

    02%

    02% :nruteRdetcepxE %

    02%

    02%

    elpmaxE smelborP gniwollofehtnevigkcotsanonruteRdetcepxEehtdniF

    1nruteRytilibaborPetatS.kcotsehtrofsnruterfonoitubirtsidytilibaborp02

    %

    52%

    03%

    013%

    03%

    514%

    02%

    02% detcepxE

    :nruteR %

    %

    smelborPelpmaxE gniwollofehtnevigkcotsanonruteRdetcepxEehtdniF

    1nruteRytilibaborPetatS.kcotsehtrofsnruterfonoitubirtsidytilibaborp02

    %5

    2%

    03%

    013%

    03%

    514%

    02%

    02% :nruteRdetcepxE %

  • 8/3/2019 Prtfolio Risk

    12/14

    ksiRfoserusaeM - dradnatSdnaecnairaV

    noitaiveD

    ehtnahttnereffidyrevebyamtnemtsevninanonruterlautcaehttahtecnahcehtstcelferksiRdradnatsdnaecnairavehtetaluclacotsiksirerusaemotyawenO.nruterdetcepxe fonoitaived

    .snruterfonoitubirtsideht

    skcotsnosnruterehtrofnoitubirtsidytilibaborpehtredisnoC A dna B .wolebdedivorp

    etatS ytilibaborP

    nonruteR

    AkcotS

    nonruteR

    BkcotS

    1 %02 %5 %05

    2 %03 %01 %03

    3 %03 %51 %01

    3 %02 %02 - %01

    cepxeehT skcotsnosnruterdet A dna B ehtnodetaluclacerew nruteRdetcepxE ehT.egapsawBkcotSnonruterdetcepxeehtdna%5.21ebotdnuofsawAkcotSnonruterdetcepxe

    dnuof .%02ebot

    :noitauqegniwollofehtgnisudetaluclacebnacecnairavsti,nruterdetcepxes'tessananeviG

    erehw

    ,setatsforebmuneht=N pi ,ietatsfoytilibaborpeht= Ri dna,ietatsnikcotsehtnonrutereht= tnonruterdetcepxeeht=]R[E .kcotseh

    .ecnairavehtfotoorerauqsevitisopehtsadetaluclacsinoitaiveddradnatsehT

    BdnaAskcotSnonoitaiveDdradnatSdnaecnairaV

    http://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.htmlhttp://www.zenwealth.com/BusinessFinanceOnline/RR/ExpectedReturn.html
  • 8/3/2019 Prtfolio Risk

    13/14

    R[E:etoN A R[Edna%5.21=] B %02=]

    AkcotS

    BkcotS

    hguohtlA BkcotS nruterdetcepxerehgihasreffo naht AkcotS stiecnisreiksirsioslati,

    nahtretaergeranoitaiveddradnatsdnaecnairav AkcotS ehtfotrapylnosi,revewoh,sihT.s'

    .oiloftropdeifisrevidafotrapsaseitirucesdlohotesoohcsrotsevnitsomesuaceberutcip

    orPelpmaxE smelb

    nonoitaiveDdradnatSdna,ecnairaV,nruteRdetcepxEehtdniFsnruterfonoitubirtsidytilibaborpgniwollofehtnevigkcotsa

    .kcotsehtrof

    etatS ytilibaborP nruteR

    1 02 %5

    %

    2 03 % 01 %

    3 03 %51

    %

    4 02 %02

    %

    :nruteRdetcepxE %

    :ecnairaV

    :noitaiveDdradnatS %

    smelborPelpmaxE

    nonoitaiveDdradnatSdna,ecnairaV,nruteRdetcepxEehtdniF

    igkcotsa snruterfonoitubirtsidytilibaborpgniwollofehtnev.kcotsehtrof

  • 8/3/2019 Prtfolio Risk

    14/14

    1 02 %5

    %

    2 03 %01

    %

    3 03

    %

    51

    %

    4 02 %02

    %

    :nruteRdetcepxE %

    :ecnairaV

    :noitaiveDdradnatS %