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Where to find standard deviation of S&P 500 and your own portfolio.
Old 05-07-2008, 11:33 AM   #1
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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.

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Old 05-07-2008, 12:41 PM   #2
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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.

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Old 05-08-2008, 04:39 AM   #3
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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).
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Target AA: 60% equity funds / 35% bond funds / 5% cash
Target WR: Approx 2.5% Approx 20% SI (secure income, SS only)
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