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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
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-Dec-20 (Friday)Quick Instructional video for this page. Collapse this after viewing by clicking How-to button above. Open in new tab
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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Value At Risk
| Portfolio | $254,493.03 | As of | 2024-Dec-20 Friday |
|---|---|---|---|
| VaR(95) | $-7,029.59 -2.76% | cVaR(95) | $-10,110.69 -3.97% |
| VaR(99) | $-11,019.65 -4.33% | cVaR(99) | $-13,726.21 -5.39% |
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
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