# estimatePortMoments

Estimate moments of portfolio returns for Portfolio object

## Syntax

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

## Description

example

``````[prsk,pret] = estimatePortMoments(obj,pwgt)``` estimate moments of portfolio returns for a `Portfolio` object. For details on the workflow, see Portfolio Object Workflow.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.```

## Examples

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Given portfolio `p`, use the `estimatePortMoments` function 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 ```

## Input Arguments

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Object for portfolio, specified using a `Portfolio` object. For more information on creating a portfolio object, see

Data Types: `object`

Collection of portfolios, specified as a `NumAssets`-by-`NumPorts` matrix where `NumAssets` is the number of assets in the universe and `NumPorts` is the number of portfolios in the collection of portfolios.

Data Types: `double`

## Output Arguments

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Estimates for standard deviations of portfolio returns for each portfolio in `pwgt`, returned as a `NumPorts` vector.

`prsk` is returned for a `Portfolio` input object (`obj`).

Estimates for means of portfolio returns for each portfolio in `pwgt`, returned as a `NumPorts` vector.

`pret` is returned for a `Portfolio` input object (`obj`).

## Tips

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

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