# Documentation

### This is machine translation

Translated by
Mouseover text to see original. Click the button below to return to the English version of the page.

To view all translated materials including this page, select Japan from the country navigator on the bottom of this page.

# estimatePortMoments

Estimate moments of portfolio returns for Portfolio object

Use the `estimatePortMoments` function with a `Portfolio` object to estimate moments of portfolio returns.

For details on the workflow, see Portfolio Object Workflow.

## Syntax

``````[prsk,pret] = estimatePortMoments(obj,pwgt)``````

## Description

example

``````[prsk,pret] = estimatePortMoments(obj,pwgt)``` estimate moments of portfolio returns for a `Portfolio` object. The estimate of port moments is specific to mean-variance portfolio optimization and computes the mean and standard deviation (which is the square-root of variance) of portfolio returns.```

## Examples

collapse all

Given portfolio `p`, use the `estimatePortMoments` function to show the range of risks and returns for efficient portfolios.

```m = [ 0.05; 0.1; 0.12; 0.18 ]; C = [ 0.0064 0.00408 0.00192 0; 0.00408 0.0289 0.0204 0.0119; 0.00192 0.0204 0.0576 0.0336; 0 0.0119 0.0336 0.1225 ]; p = Portfolio; p = setAssetMoments(p, m, C); p = setDefaultConstraints(p); pwgt = estimateFrontierLimits(p); [prsk, pret] = estimatePortMoments(p, pwgt); disp([prsk, pret]);```
``` 0.0769 0.0590 0.3500 0.1800 ```

## Input Arguments

collapse all

Object for portfolio, specified using a `Portfolio` object. For more information on creating a portfolio object, see

Collection of portfolios, specified as a `NumAssets`-by-`NumPorts` matrix where `NumAssets` is the number of assets in the universe and `NumPorts` is the number of portfolios in the collection of portfolios.

Data Types: `double`

## Output Arguments

collapse all

Estimates for standard deviations of portfolio returns for each portfolio in `pwgt`, returned as a `NumPorts` vector.

`prsk` is returned for a `Portfolio` input object (`obj`).

Estimates for means of portfolio returns for each portfolio in `pwgt`, returned as a `NumPorts` vector.

`pret` is returned for a `Portfolio` input object (`obj`).

## Tips

You can also use dot notation to estimate the moments of portfolio returns.

`[prsk, pret] = obj.estimatePortMoments(pwgt);`