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Check out Investor Copilot custom GPT, which lets you enjoy ChatGPT functionality with recent financial information
Conversationally interact with ChatGPT to now analyze updated prices, technical indicators, financial statements, macro-economic/company news & more for Stocks, ETFs & Cryptos

Online Value At Risk Calculator for Portfolio with Stocks, Etfs & Crypto

Data updated 2024-Apr-17 (Wednesday)

 


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Specify Stock/ETF/Cryptos & quantities to instantly view Value at Risk (VaR) for portfolio using recent financial data. Value At Risk is a standard estimation of daily risk exposure to a portfolio . Also try other Portfolio Tools (Jensen Alpha, Sharpe Ratio etc.) in the Portfolio section using the top navigation bar

Provided As-is for informational/educational purposes only and should not be construed as investment advice . Past performance may not be not indicative of future results. Always consult your Investment Adviser before any decision

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Portfolio
  Symbol Units Name Holding Allocation
SPDR S&P 500 ETF $50,055.00 28.11%
Bitcoin USD $94,410.08 53.02%
Apple Inc. $33,600.00 18.87%
Alter stock/etf symbol & quantity above as desired. Use AutoComplete functionality to ensure correct ticker symbol used for which data is available



  Value At Risk
Portfolio $178,065.08 As of 2024-Apr-17 Wednesday
VaR(95) $-4,141.00   -2.33% cVaR(95) $-5,690.32  -3.20%
VaR(99) $-7,192.24  -4.04% cVaR(99) $-7,298.11  -4.10%

 VaR calculated using below distribution of historical daily returns for above Portfolio over the last 52 weeks. E.g. VaR(95) looks at the worst 5% of outcomes



Related Resources for Portfolio
  Performance & Drawdowns : Benchmark Portfolio performance & Drawdown analysis
  Portfolio Seasonality : Absolute/Benchmarked performance through calendar months
  Risk Reward Ratios : Evaluate Risk-Reward tradeoff with Sharpe & Sortino ratios
  Portfolio Alpha : Quantify portfolio outperformance with Jensen's Alpha
  Portfolio Beta : Analyze portfolio volatility with Portfolio Beta
  Correlation Matrix : Correlations between Portfolio constituents & find other uncorrelated/negatively correlated assets
  Value At Risk : Historical distribution of daily Portfolio drawdowns Currently Viewing
  Dollar Cost Averaging : Dollar Cost Averaging (DCA) individual stocks in your portfolio










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  •  Hi! Ask me something. Use names or tickers to identify stock / etf / crypto symbols (e.g. aapl for Apple Inc.) . Click on below for examples of queries, list of special shortcuts & more