Tools
Backtest Asset Class Allocation
Backtest Portfolio
Optimize Portfolio
Monte Carlo Simulation
Asset Correlations
Asset Class Correlations
Efficient Frontiers
Coppock Curve
Fama-French Factor Regression
Fund and ETF Factor Regressions
Factor Performance Attribution
Market Timing Models
Stress Test
Risk Parity
Value At Risk
Knowledge base
Portfolios
Glossary
About us
Contact Us
×
Sign in, please
Please, sign in to enable this feature
Value At Risk
Information
Calculating Inputs
Results
Value At Risk
Model
Historical Returns
Variance-Covariance
Monte-Carlo Simulation
Data Source
Historical
Parameterized
Probability Distribution
Normal
LogNormal
LogCauchy
Start Year
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022
Start Month
January
February
March
April
May
June
July
August
September
October
November
December
End Year
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022
End Month
January
February
March
April
May
June
July
August
September
October
November
December
Asset
Single Asset
Portfolio
Ticker
Benchmark
None
S&P 500 Total Return
S&P 400 Mid-Cap TR
Monthly Mean Return
Monthly Variance
Portfolio Assets
Allocation
Allocation Weights
Equal Weight
Normalize
Clear
Asset
1
Asset
2
Asset
3
Asset
4
Asset
5
Asset
6
Asset
7
Asset
8
Asset
9
Asset
10
More Allocation
Total
RELOAD SAVED Parameters from File
Calculating...
Calculating...
×
Load from file
Choose .pas file with results
