Post: How To Calculate Correlation

How To Calculate Correlation

This spreadsheet contains eleven years of daily price data for four funds (FFR Global Real Estate, Gold, IEF 7y-10y US Treasury fund and the IUSA S&P 500 fund) from September 2007 to November 2018.

The spreadsheet shows how to:

  • Calculate daily and weekly returns
  • Calculate correlation
  • Calculate rolling correlation
Shaded Rolling Correlation

It should be easy to adapt the spreadsheet with your own fund data.

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