# 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.

# 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

collapse all

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 ```