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

Data updated 2023-Dec-08 (Friday)


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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


  Symbol Units Name Holding Allocation
SPDR S&P 500 ETF $46,020.00 30.32%
Bitcoin USD $66,616.50 43.89%
Apple Inc. $39,142.00 25.79%
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 $151,778.50 As of 2023-Dec-08 Friday
VaR(95) $-2,631.65   -1.73% cVaR(95) $-3,553.59  -2.34%
VaR(99) $-4,102.28  -2.70% cVaR(99) $-4,660.46  -3.07%

 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

Ask brAIn  Experimental
  •  Hi! Ask me something. Use "$" to identify stock / etf / crypto symbols (e.g. $aapl for Apple Inc.) OR use special shortcuts (e.g. $btc for Bitcoin or $tech for Technology sector ETF). Click on below for examples of queries, list of special shortcuts & more