Value at Risk Calculator
Calculate Value at Risk (VaR) to estimate the maximum potential loss of a portfolio at a given confidence level.
How to Use the Value at Risk Calculator
- Enter portfolio value.
- Enter expected daily return.
- Enter daily standard deviation.
- Select confidence level and click Calculate.
使用例
- •Portfolio risk management
- •Regulatory capital calculation
- •Risk budgeting
計算式
VaR = Portfolio Value × (μ - z × σ)
よくある質問
What does VaR tell you?
VaR estimates the maximum loss you could expect over a given period at a specified confidence level (e.g., 95%).
What are the limitations of VaR?
VaR does not capture tail risk (losses beyond the confidence level) and assumes normal distribution of returns.
Is this calculator free?
Yes, all calculators are completely free.