Calculator

The calculator below provides key investment portfolio risk metrics: risk contributions, volatility, beta, Value at Risk (VaR) and correlation matrix. It also compares the estimated stats with those of the broad market SPY ETF.

Simply build a portfolio using security tickers recognized by Yahoo! Finance and let the system do the maths:

Register here to use more than 3 tickers in a single portfolio.


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Ticker:Weight (%):