basic

Value at Risk (Parametric) Calculator

VaR = P × σ × z × √t — worst expected loss at confidence level.

Calculates the parametric Value at Risk (VaR) for a portfolio from portfolio value, volatility, confidence level, and holding period.

Priya Venkatesan By Priya Venkatesan
Published Last reviewed 1 min read

Inputs

Results

Enter values and click Calculate to see results.
Was this helpful?

How to use this calculator

  1. Fill in the inputs above using the units you already have.
  2. Values update automatically as you type — no submit button needed.
  3. Hover any result row for the underlying formula and intermediate values.

Formula

VaR = Portfolio_value × σ_daily × z × √t

In depth

Calculates the parametric Value at Risk (VaR) for a portfolio from portfolio value, volatility, confidence level, and holding period.