fix stdev

pages/2_Portfolio_Builder.py

@@ -172,7 +172,7 @@ with st.form(key="selecting columns"):
 
         # Portfolio volatility
         portfolio_stddev = np.sqrt(np.dot(pd.Series(w1['weights']).T, np.dot(covariance, w1['weights'])))
-        st.write('Portfolio Volatility: ', np.round(portfolio_stddev, 3))
+        st.write('Portfolio Volatility: ', np.round(np.mean(portfolio_stddev), 3))
 
         # Sharpe Ratio, adjusted for the risk-free rate
         sharpe_ratio = rp.RiskFunctions.Sharpe(
@@ -297,7 +297,7 @@ with st.form(key="selecting columns"):
 
         # Portfolio volatility
         portfolio_stddev = np.sqrt(np.dot(pd.Series(w['weights']).T, np.dot(covariance, w['weights'])))
-        st.write('Portfolio Volatility: ', np.round(portfolio_stddev, 3))
+        st.write('Portfolio Volatility: ', np.round(np.mean(portfolio_stddev), 3))
 
         # Sharpe Ratio, adjusted for the risk-free rate
         sharpe_ratio = rp.RiskFunctions.Sharpe(