Value at Risk (VaR) Calculator (Parametric Method)
The VaR will be calculated in the selected currency.
Input Parameters:
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Portfolio Details
$
VaR Parameters
Market Parameters (Annualized)
%
Expected average return per year.
%
Annualized volatility of returns.
Tool Actions & Information
This calculator uses the Parametric (Variance-Covariance) method, assuming normal distribution of returns.
Assumptions:
- Trading Days/Year: 252
- Trading Days/Month: 21
- Trading Days/Week: 5
Value at Risk (VaR) Result:
Calculated VaR:
Disclaimer: This tool is for informational and educational purposes only. VaR is a statistical measure and does not guarantee that losses will not exceed this amount. It relies on historical data and assumptions that may not hold true in the future. Always consult with a qualified financial advisor.