Investment Risk Calculator
NewAnalyze investment risk with professional metrics including Sharpe ratio and Value at Risk (VaR). Enter your portfolio value, expected return, risk-free rate, and volatility to calculate the Sharpe ratio (risk-adjusted return), 95% VaR (maximum expected 1-day loss), and best/expected/worst case scenario projections over 1 year. These are the same metrics used by professional fund managers to evaluate portfolio risk.
Investment Risk Calculator
Analyze investment risk using Sharpe ratio, Value at Risk (VaR), and scenario analysis.
Expected Value
$259,374.25
in 10 years
Sharpe Ratio
0.33
Poor
VaR (95%)
$78,029.20
Max expected loss
Scenario Analysis (10 years)
How to Use Investment Risk Calculator
- 1Enter portfolio value
- 2Set expected annual return and volatility
- 3Enter risk-free rate
- 4View Sharpe ratio, VaR, and scenario analysis
Your Privacy is Protected
Investment Risk Calculator runs entirely in your browser. Your files and data are never uploaded to any server, never stored, and never shared. Everything happens locally on your device using secure browser APIs.
Frequently Asked Questions
What is a good Sharpe ratio?
Above 1 is good, above 2 is very good, above 3 is excellent. A ratio below 1 means returns do not adequately compensate for risk.
What is Value at Risk?
VaR represents the maximum loss you would expect with 95% confidence over a given time period. A $10,000 1-day 95% VaR means 5% chance of losing more than $10,000 in one day.
Why Use This Tool?
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