Low-Volatility Anomaly Minimum-Vol Premium Calculator

Calculate the low-volatility premium: the risk-adjusted outperformance of low-vol stocks over high-vol stocks. Contradicts CAPM's risk-return tradeoff. Measure via quintile portfolio alpha analysis.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How to Use

Enter the values for the scenario you are assessing. Calculate the low-volatility premium: the risk-adjusted outperformance of low-vol stocks over high-vol stocks. Contradicts CAPM's risk-return tradeoff. Measure via quintile portfolio alpha analysis. Use the low-vol anomaly premium result to inform your calculation.

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Frequently Asked Questions