Parametric Value At Risk
Calculator
Value at risk
29,610
Results
- Value at risk
- 29,610
- VaR as % of portfolio
- 29.609999
Investing results
| Value at risk | 29,610 |
| VaR as % of portfolio | 29.609999 |
formula-map diagram
- Value at risk
- 29,610
- VaR as % of portfolio
- 29.609999
Investing relationship
Formula
VaR = portfolio value × volatility × Z-score= 29610
Note
This is not investment advice. It is a simplified model: it applies the displayed standard formula to the figures you entered, ignores taxes, fees, currency effects and credit risk, and assumes cash flows arrive exactly as scheduled. Real markets do not behave that way, and past or projected returns do not guarantee future results. Check the assumptions and consult a licensed adviser before acting on any figure.