Join Early Retirement Today
Reply
 
Thread Tools Search this Thread Display Modes
Where to find standard deviation of S&P 500 and your own portfolio.
Old 05-07-2008, 12:33 PM   #1
Recycles dryer sheets
 
Join Date: Oct 2007
Posts: 332
Where to find standard deviation of S&P 500 and your own portfolio.

I can't seem to find what the standard deviation has been for the S&P 500 over time (when I can't find something I come here). Also, is it possible to compute the standard deviation of one's entire portfolio? I suppose it is, on a weighted basis if you knew the SD of all the components. To me, this would be an essential thing to know.
__________________

__________________
cashflo2u2 is offline   Reply With Quote
Join the #1 Early Retirement and Financial Independence Forum Today - It's Totally Free!

Are you planning to be financially independent as early as possible so you can live life on your own terms? Discuss successful investing strategies, asset allocation models, tax strategies and other related topics in our online forum community. Our members range from young folks just starting their journey to financial independence, military retirees and even multimillionaires. No matter where you fit in you'll find that Early-Retirement.org is a great community to join. Best of all it's totally FREE!

You are currently viewing our boards as a guest so you have limited access to our community. Please take the time to register and you will gain a lot of great new features including; the ability to participate in discussions, network with our members, see fewer ads, upload photographs, create a retirement blog, send private messages and so much, much more!

Old 05-07-2008, 01:41 PM   #2
Thinks s/he gets paid by the post
ronin's Avatar
 
Join Date: Oct 2003
Posts: 1,190
The SD number I have for the S&P 500 from 1970 - 2007 is 17.2. I calculate my portfolio st. dev. from my annual returns on an Excel spread sheet using the STDEV function. Don't use the sum of its components.
__________________

__________________
We are, as I have said, one equation short. Keynes
ronin is offline   Reply With Quote
Old 05-08-2008, 05:39 AM   #3
Give me a museum and I'll fill it. (Picasso)
Give me a forum ...
Midpack's Avatar
 
Join Date: Jan 2008
Location: Chicagoland
Posts: 11,963
I also keep a spreadsheet with returns for all my holdings. The last column is a weighted average of return that reflects my AA. From there I use STDEV for each holding and my portfolio. What's even more valuable to me is tracking correlation of all my holdings and my portfolio overall (discussed a few months ago, available thru search).
__________________
No one agrees with other people's opinions; they merely agree with their own opinions -- expressed by somebody else. Sydney Tremayne
Retired Jun 2011 at age 57

Target AA: 60% equity funds / 35% bond funds / 5% cash
Target WR: Approx 2.5% Approx 20% SI (secure income, SS only)
Midpack is online now   Reply With Quote
Reply


Currently Active Users Viewing This Thread: 1 (0 members and 1 guests)
 
Thread Tools Search this Thread
Search this Thread:

Advanced Search
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off
Trackbacks are Off
Pingbacks are Off
Refbacks are Off


Similar Threads
Thread Thread Starter Forum Replies Last Post
S & O 500 and dividends Cadence FIRECalc support 1 04-18-2007 09:22 PM
Calculating Standard Deviation (Risk) for Portfolio Bailing-Bob FIRE and Money 3 12-31-2006 03:22 PM
Where can I find S&P 500 Index returns? Telly FIRE and Money 10 10-23-2006 06:06 PM
S&P 500 Down 72% ?? grumpy FIRE and Money 5 12-23-2004 03:25 AM
S&P 500 - foreign income? unclemick FIRE and Money 1 01-03-2004 03:59 PM

 

 
All times are GMT -6. The time now is 03:20 PM.
 
Powered by vBulletin® Version 3.8.8 Beta 1
Copyright ©2000 - 2017, vBulletin Solutions, Inc.