User 173687

Monte Carlo Analysis of Major Berkshire Hathaway Holdings

As I read this article I thought it would be interesting to simply put BRK-B into QPP and see what I would get. I was suprised to get an average return of 11.7% and a standard deviation of 22.2% using the period from 4/1/04 to 4/1/08. Why is the standard deviation of the individual BRK-B stock so much different than the combination of the underlying stocks?