Value at Risk (VAR) Calculator

The Value at Risk (VAR) describes the maximum expected loss over a given period of time

The Amount of the Exposure $

The Volatility of the Asset %

The Time Horizon years

The Confidence Limit Standard Deviations

The value at Risk:

Asset with exposure of 1,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 200,000 Dollars

Asset with exposure of 2,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 400,000 Dollars

Asset with exposure of 1,000,000 Dollars, volatility of 20%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 400,000 Dollars

Asset with exposure of 1,000,000 Dollars, volatility of 10%, time horizon of 2 years, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 282,842.71 Dollars

Asset with exposure of 1,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 3 standard deviations has a Value At Risk (VAR) of 300,000 Dollars



Asset with exposure of 2,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 400,000 Dollars

Asset with exposure of 3,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 600,000 Dollars

Asset with exposure of 2,000,000 Dollars, volatility of 20%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 800,000 Dollars

Asset with exposure of 2,000,000 Dollars, volatility of 10%, time horizon of 2 years, and confidence limit of 2 standard deviations has a Value At Risk (VAR) of 565,685.42 Dollars

Asset with exposure of 2,000,000 Dollars, volatility of 10%, time horizon of 1 year, and confidence limit of 3 standard deviations has a Value At Risk (VAR) of 600,000 Dollars