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Value at Risk (VaR)

Calculate Value at Risk (VaR) instantly with the exact formula and a worked example. Free online calculator — no signup, works on mobile.

Value at Risk (VaR)

Portfolio₽
σ daily return%
Z (95%=1.65, 99%=2.33)
Daily VaR
33,000₽
Calculate Value at Risk (VaR) instantly with the exact formula and a worked example. Free online calculator — no signup, works on mobile.

More about: Value at Risk (VaR)

What it calculates

The “Value at Risk (VaR)” calculator computes Daily VaR in ₽ from 3 parameters: portfolio (₽), σ daily return (%), z (95%=1.65, 99%=2.33).

Used by investors to estimate returns, project savings, and analyze a portfolio.

Example calculation

With parameters Portfolio = 1,000,000 ₽, σ daily return = 2 %, Z (95%=1.65, 99%=2.33) = 1.65 the result is 33,000 ₽.

How to use

  1. Enter the parameter values — every field above is adjustable with a slider.
  2. The result and related metrics are calculated automatically as you type.
  3. Use the additional metrics shown (if any) where needed.
  4. Copy the result or bookmark the page.

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