Mixed Variance Calculator

This calculator computes the variance and volatility of a linear combination of variables

Select your input data type:

Specify whether to annualize results (only applicable to time series):

  • Select data periodicity:

Copy data from Excel and paste into the boxes below (numeric values only, no headers).

If not using Excel, enter data below following this format.

Enter data series:

Enter weights:

Enter standard deviations:

Mixed Variance Formula

The variance of a linear combination, or mixed variance, is given by the following formula:

where ai is the weight of each variable Xi.