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# estimatePortMoments

Class: Portfolio

Estimate moments of portfolio returns

## Syntax

[prsk, pret] = estimatePortMoments(obj,pwgt)

## Description

[prsk, pret] = estimatePortMoments(obj,pwgt) estimates the moments of portfolio returns.

The estimate of port moments is specific to mean-variance portfolio optimization and computes the mean and standard deviation (which is the square-root of variance) of portfolio returns.

## Tips

You can also use dot notation to estimate the moments of portfolio returns.

`[prsk, pret] = obj.estimatePortMoments(pwgt);`

## Input Arguments

 obj Portfolio object [Portfolio]. pwgt Collection of portfolios [NumAssets-by-NumPorts matrix] where NumAssets is the number of asset in the universe and NumPorts is the number of portfolios in the collection of portfolios.

## Output Arguments

 prsk Estimates for standard deviations of portfolio returns for each portfolio in pwgt [NumPorts vector]. pret Estimates for means of portfolio returns for each portfolio in pwgt [NumPorts vector].

## Attributes

 Access public Static false Hidden false

To learn about attributes of methods, see Method Attributes in the MATLAB® Object-Oriented Programming documentation.

## Examples

expand all

### Identify the Range of Risks and Returns for Efficient Portfolios

Given portfolio p, use the estimatePortMoments method to show the range of risks and returns for efficient portfolios.

```m = [ 0.05; 0.1; 0.12; 0.18 ];
C = [ 0.0064 0.00408 0.00192 0;
0.00408 0.0289 0.0204 0.0119;
0.00192 0.0204 0.0576 0.0336;
0 0.0119 0.0336 0.1225 ];

p = Portfolio;
p = setAssetMoments(p, m, C);
p = setDefaultConstraints(p);
pwgt = estimateFrontierLimits(p);

[prsk, pret] = estimatePortMoments(p, pwgt);
disp([prsk, pret]);
```
```    0.0769    0.0590
0.3500    0.1800

```