calculate_portfolio_risk
Calculate portfolio variance and standard deviation from asset weights, standard deviations, and correlations to evaluate diversification benefit.
Instructions
Calculate portfolio risk (variance and standard deviation). Shows diversification benefit. correlations: NxN matrix, e.g., [[1, 0.3], [0.3, 1]].
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| weights_json | Yes | ||
| std_devs_json | Yes | ||
| correlations_json | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |