⚠️ Value at Risk (VaR) Calculator
Calculate the Value at Risk (VaR) — the maximum expected loss at a given confidence level over a time period.
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What VaR Means
A 1-day 99% VaR of $3,500 means: there is a 99% probability that you will NOT lose more than $3,500 in a single day — or equivalently, a 1% chance of losing more than that. Used widely by banks, hedge funds, and risk managers. VaR does NOT tell you what the worst-case loss is — just the 99th percentile.
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