Value at Risk Calculator (VaR)

Value at Risk (VaR) Calculator

Portfolio Value (PV):

Standard Deviation (SD):

Expected Return (ER):

Timeframe:

Select Timeframe Unit: days weeks months years

Select Which VaR are you calculating: 10% VaR 5% VaR 1% VaR Other

Enter Z-score for Custom VaR:

Enter values to calculate the VaR.