Correlation Minus Cover

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.

If you want the spreadsheet so you can try calculating correlation for yourself you can sign up here and stay updated weekly on global markets and our latest content. I email about once a week. No spam. Don't worry, if you change your mind, you can unsubscribe at any time free of charge.

November 18, 2018
ramin

Investment coach, financial author and founder of PensionCraft. Ramin wants to share his knowledge of how to succeed in long-term investment by keeping fees low, understanding behavioural investment pitfalls, knowing how to read macroeconomic indicators and understanding and controlling risk.