Portfolio Optimization in Excel

[@jce8847]

Love this video. I am an aspiring portfolio manager, and just learned something I can add to my arsenal

[@drek273]

hey im an aspiring portfolio manager as well. Maybe we can bounce ideas off eachoter and get in contact? im not a bot btw lol

[@sobmarka]

Hi may I ask why stdev is ^0,5? Thank you very much!

[@RonaldMoy]

Where in the video did I use .5?

[@sobmarka]

@@RonaldMoy thank you for reply. You are using it in counting standard deviation of variations. Simply when you are counting standard deviation, before sharpe

[@sobmarka]

@@RonaldMoyit is in 15:45 thank you very much. This is only thing i dont understand there

[@RonaldMoy]

We are computing the variance so the ^.5 is taking the square root of the variance to get the std dev. (raising to the 1/2 power)@@sobmarka

[@sobmarka]

@@RonaldMoy thank you so much, so id I understand well, it is constant. Is that?

[@KinhuCancio]

Just one comment: You are dividing the expected *monthly return* by the annual risk free rate?

[@hmaheesh]

Had the same concern.

[@elihabielhoussaine6830]

You fixed weights randomy or it has a rule

[@David-kg2bu]

When including dividend producing stocks/index funds is it simply a matter of painstakingly, manually making the adjustments - including the flow though effects?

[@michaelmorris5758]

Thats why you use the adjusted close

[@da0ud]

Sharpe ratio formula is wrong. Risk free rate is annualized. Your expected return and std dev are monthly.

[@user-gj2er5vy3i]

This is incorrect - you cant take monthly stock returns and annual RF rate

[@django5106]

can you share the sheet

[@JoeBradley-mm2ny]

The only data than seems real is Berk.

[@JoeBradley-mm2ny]

Oddly enough, the returns appear to be real.

[@JoeBradley-mm2ny]

Oops, it isn't.