The calculator below provides key investment portfolio risk metrics: risk contributions, volatility, beta, value at risk (VaR), maximum drawdown, correlation matrix and intra-portfolio correlation (IPC). It also compares the estimated parameters 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.


Ticker:Weight (%):