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A standard way of measuring the risk you are taking when investing in an asset, say for instance a stock, is to look at the assets volatility. This can easily be calculated as the standard deviation of the daily returns of the asset. When you diversifying your investments and hold a portfolio containing several stocks and/or other assets can lower the volatility of the portfolio and, at least in theory, create a portfolio with lower volatility then any of the individual assets in the portfolio.
Portfolio variance is calculated by multiplying the squared weight of each security by its corresponding variance and adding two times the weighted average weight multiplied by the covariance of all individual security pairs. Modern portfolio theory says that portfolio variance can be reduced by choosing asset classes with a low or negative correlation, such as stocks and bonds. This type of diversification is used to reduce risk.
Portfolio variance = (weight(1)^2*variance(1) + weight(2)^2*variance(2) +2*weight(1)*weight(2)*covariance(1,2)
Below link will give you a spreadsheet template you could use:
https://www.riskprep.com/all-tutorials/-exam-/-modeling-portfolio-variance
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