Portfolio Risk Calculator
What a mix of assets actually did: how much it swung, how badly it fell, and which holdings drove the risk.
What the numbers mean
Volatility is the standard deviation of daily returns, scaled to a year. Value at Risk is the loss that was not exceeded on, say, 95% of days in the period. Expected shortfall is the average loss on the days that did exceed it — the bad days VaR does not describe.
Maximum drawdown is the largest fall from a previous high. Risk contribution shows that money and risk are not the same thing: a 10% position in a volatile asset can carry far more than 10% of a portfolio's risk.
All figures are historical simulation over the period shown, using daily rebalancing to fixed weights and no fees. They describe the past, not the future, and are for education only — not investment advice.