I just have a quick question about the portfolio standard deviations and the number of stocks within that portfolio. I have made a research about the diversificiaton on these topics and I know that increasing the number of stocks in a portfolio minimizes the risk (standard deviation) of the portfolio. However, my results are as follows: (all weights are kept equal)

1	0.0699376
2	0.004498621
5	0.002245374
10	0.00118426
15	0.001223077
20	0.001140028
25	0.001053079

As seen above, everything seems right until the shift from 10 stocks and 15 stocks. Did I make a mistake somewhere? Does average standard deviation always (100%) reduces when increasing the number of stocks, or can there be an exception like mine?

Thank you