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Portfolio Variance - matrix multiplication
Hi guys, Need your help. I have a portfolio with various accounts each of which has some products (called risk_curve_month_name in my datasets). My goal is to be able to calculate portfolio var...
Hi badger007 ,
You can try the following function on variance:
Population Variance: calculated using the entire data set with the VAR.P function.
VAR.P function (DAX) - DAX | Microsoft Learn
VARX.P function (DAX) - DAX | Microsoft Learn
Sample Variance: calculated using a subset or sample of the data set with the VAR.S function. This is typically used when it is not feasible to analyze the entire data set.
VAR.S function (DAX) - DAX | Microsoft Learn
VARX.S function (DAX) - DAX | Microsoft Learn
Best Regards,
Liu Yang
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