Value at Risk Calculator
Calculate Value at Risk (VaR) for your portfolio to estimate potential losses over a specified time frame and confidence level. Essential for risk management and financial planning.
Step 1: Portfolio Specifications
95%
About Value at Risk
VaR estimates the maximum potential loss in value of a portfolio over a specified time period at a given confidence level. Common confidence levels are 95% and 99%.
Step 2: Time Horizon & Methodology
Normal
Risk Management Guidelines
Daily VaR is commonly used for trading portfolios. For longer-term investments, consider 10-day or monthly VaR. Always backtest your VaR models for accuracy.
VaR Calculation Results
Summary
Risk Distribution
Portfolio Comparison
Value at Risk (VaR)
$3,240
95% confidence over 10 days
VaR as % of Portfolio
3.24%
Expected Shortfall
$4,120
Maximum Drawdown
12.5%
Risk-Adjusted Return
0.53
Risk Distribution Visualization
VaR Confidence Interval
95%
Tail Risk
Moderate
Distribution Skewness
0.15
Kurtosis
3.2
Portfolio Type Comparison
| Portfolio Type | Typical Volatility | 10-Day 95% VaR | Risk Level |
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