Calculate historical value at risk from your own figures.
Calculated in your browser. No account required. Illustrative estimate. Review the assumptions before using the result.View calculation table
How this calculation works
VaR at confidence c = −quantile(return, 1−c)
Enter the labelled inputs. Percent fields use 5 for 5%. Loss sign conventions vary; not a maximum-loss guarantee.
A worked example
Historical returns (%): -10,-5,0,2,3,8; Confidence: 95 %. Historical Value at Risk: 8.75%.
Assumptions and limitations
Loss sign conventions vary; not a maximum-loss guarantee. All monetary inputs must use one currency and time period unless conversion is explicit. Manual inputs only; no live prices or official rule tables. Quantiles use linear interpolation at index (N-1)×p.
Common questions
Why can my actual result differ?
Loss sign conventions vary; not a maximum-loss guarantee. All monetary inputs must use one currency and time period unless conversion is explicit. Manual inputs only; no live prices or official rule tables. Quantiles use linear interpolation at index (N-1)×p.
Are my inputs saved?
The calculator code processes inputs within your browser and does not send them to our server or save them in browser storage. Downloads and copied summaries remain under your control.