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

Data updated 2024-Jun-13 (Thursday)


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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 $54,241.00 27.51%
Bitcoin USD $100,093.22 50.77%
Apple Inc. $42,824.00 21.72%
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 $197,158.22 As of 2024-Jun-13 Thursday
VaR(95) $-4,407.36   -2.24% cVaR(95) $-6,262.71  -3.18%
VaR(99) $-7,564.99  -3.84% cVaR(99) $-7,773.15  -3.94%

 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