CalcMyCoin

Portfolio VaR Calculator

Parametric Value at Risk: the loss your portfolio should only exceed on the rare bad day, given its volatility. Crypto's fat tails make it a floor estimate, not a ceiling.

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Results (live)

Value at Risk$3,300
As % of portfolio6.6%
MeaningLosses should exceed this only ~1 in 20 periods

Estimates only, not financial advice. All math runs in your browser; nothing you type leaves this page.

How it works

VaR = value × daily vol × z × √days

Worked example

$50,000 at 4% daily vol has a 95% one-day VaR of $3,300: on 19 of 20 days losses stay under that. Crypto's crash days blow through parametric VaR, which is the model's known lie.

FAQ

Why did my loss exceed VaR?

VaR assumes normal distributions; crypto returns have fat tails. Treat VaR as a routine-day gauge and stress-test separately for the 2020-March kind of day.

What volatility do I input?

The standard deviation of your portfolio's daily returns over the last 30-90 days. BTC alone typically runs 2-5% daily depending on regime.

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Estimates only, not financial, tax or investment advice. Verify numbers against your exchange or a professional before acting.