Value at Risk (VaR) Calculator

In finance, the VaR is an estimate of the maximum loss you would incur on an asset or a portfolio, during a specific period (e.g.: day) and within a defined confidence level (usually 95% or 99%).

This calculator lets you set the amount of your position, its periodic volatility as well as the confidence level (a value between 90% and 99.9%). Once you have set your parameters, click the 'Calculate' button to get your VaR number. Please note that this result is theoretical only and is based on the normal distribution of returns assumption. If your need to convert a volatility number from one period to another, you can use the volatility converter under the 'Risk Management' section.



Disclaimer: the contents of this website are for informational purposes only and do not constitute any investment recommendation. The visitor acts at his own risk.