Portfolio Diversification Lowers Risk - International
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International Inputs Standard Deviation 30.00% Correlation Coefficient 40.00% International Corr Coeff 10.00% Number of Assets 1 2 3 4 5 ! "ortfolio Std Dev 30.00% 25.10% 23.24% 22.25% 21.3% 21.21% 20.#1% $inimum Std Dev 1 .#!% 1 .#!% 1 .#!% 1 .#!% 1 .#!% 1 .#!% 1 .#!% International "ort Std Dev 22.25% 1 .#!% 1!.!5% International $in Std Dev 15.00% 15.00% 15.00% P ORTFOLIO D IVERSIFICATION L OWERS R ISK 0 10 20 30 40 50 10.00% 15.00% 20.00% 25.00% 30.00% Portfolio Diversification Loers Ris! Nu"#er of Assets P o r t f o l i o S t a n $ a r $ D e v i a t i o n
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Transcript of Portfolio Diversification Lowers Risk - International
Sheet1PORTFOLIO DIVERSIFICATION LOWERS RISKInternationalInputsStandard Deviation30.00%Correlation Coefficient40.00%International Corr Coeff10.00%Number of Assets123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960Portfolio Std Dev30.00%25.10%23.24%22.25%21.63%21.21%20.91%20.68%20.49%20.35%20.23%20.12%20.04%19.96%19.90%19.84%19.79%19.75%19.71%19.67%19.64%19.61%19.58%19.56%19.53%19.51%19.49%19.48%19.46%19.44%19.43%19.41%19.40%19.39%19.38%19.36%19.35%19.34%19.34%19.33%19.32%19.31%19.30%19.29%19.29%19.28%19.27%19.27%19.26%19.26%19.25%19.25%19.24%19.24%19.23%19.23%19.22%19.22%19.21%19.21%Minimum Std Dev18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%18.97%International Port Std Dev22.25%18.97%17.75%17.10%16.70%16.43%16.23%16.09%15.97%15.87%15.80%15.73%15.68%15.63%15.59%15.55%15.52%15.49%15.47%15.44%15.42%15.40%15.39%15.37%15.36%15.34%15.33%15.32%15.31%15.30%International Min Std Dev15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%15.00%
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Number of AssetsPortfolio Standard DeviationPortfolio Diversification Lowers Risk
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