Excel Risk Management Calculations for 3 Assets or Positions

Excel example of calculating the portfolio standard deviation of returns and the Value at Risk for 3 positions. Most tutorials only explain this for 2 assets/positions, so this will take you one more step along the path to full portfolio risk management. In the next episode, this is extended further still, using code to calculate these risk metrics for 'any' number of assets/positions.

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This is Episode 17 in the Darwinex 'Institutional-Grade Risk Management Techniques' Playlist: https://youtube.com/playlist?list=PLv-cA-4O3y979Ltr9wQ2lRJu1INve3RCM

Video Contents:
00:00 Calculating Std Dev and VaR for 3 positions in Excel
00:12 Why Darwinex?
01:07 3-Position Calculations in an Excel Spreadsheet
05:49 Correlation Coefficients between positions in Excel
07:00 Portfolio Std Dev Calculation in Excel
09:19 The Value at Risk Calculation in Excel
11:32 Summary and Next Episodes

Content Disclaimer: Past performance is not a reliable indicator of future results. The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice.

Risk disclosure: https://www.darwinex.com/legal/risk-disclaimer