# portstats

Portfolio expected return and risk

## Syntax

```[PortRisk, PortReturn] = portstats(ExpReturn, ExpCovariance,PortWts)
```

## Arguments

 `ExpReturn` `1`-by-number of assets (`NASSETS`) vector specifying the expected (mean) return of each asset. `ExpCovariance` `NASSETS`-by-`NASSETS` matrix specifying the covariance of the asset returns. `PortWts` (Optional) Number of portfolios (`NPORTS`) by `NASSETS` matrix of weights allocated to each asset. Each row represents a different weighting combination. Default = `1/NASSETS` (equally weighted).

## Description

```[PortRisk, PortReturn] = portstats(ExpReturn, ExpCovariance, PortWts)``` computes the expected rate of return and risk for a portfolio of assets.

`PortRisk` is an `NPORTS`-by-`1` vector of the standard deviation of each portfolio.

`PortReturn` is an `NPORTS`-by-`1` vector of the expected return of each portfolio.

## Examples

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### Computes the Expected Rate of Return and Risk for a Portfolio of Assets

This example shows how to calculate the expected rate of return and risk for a portfolio of assets.

```ExpReturn = [0.1 0.2 0.15]; ExpCovariance = [0.0100 -0.0061 0.0042 -0.0061 0.0400 -0.0252 0.0042 -0.0252 0.0225 ]; PortWts=[0.4 0.2 0.4; 0.2 0.4 0.2]; [PortRisk, PortReturn] = portstats(ExpReturn, ExpCovariance,... PortWts) ```
```PortRisk = 0.0560 0.0550 PortReturn = 0.1400 0.1300 ```