Value At Risk
Returns the Value at Risk (VaR), which estimates the maximum potential loss over a given time horizon at a specific confidence level.
Syntax
=ValueAtRisk()Returns
number
VaR value
Examples
=ValueAtRisk()When to Use
- Risk management
- Regulatory compliance
- Position sizing
When NOT to Use
| Scenario | Use Instead |
|---|---|
| Drawdown analysis | MaximumDrawdowns() |
| Volatility | PortfolioVolatility() |
Common Issues & FAQ
What confidence level is used?
Typically 95% or 99% confidence.
Excel Templates Using Value At Risk
These ready-made MarketXLS templates call ValueAtRisk() in their worksheet formulas. Open one to see the function working inside a complete model.
Related Formulas
More MarketXLS Portfolio Analytics formulas you can use in the same worksheet:
- Wealth Index
- AIPortfolio Optimize
- AIPortfolio Predict Returns
- Holdings Gain
- Holdings Gain Percent
- Holdings Gain Percent Real-Time
- Holdings Gain Real-Time
- Holdings Value
See ValueAtRisk used in a complete workbook: Charles Schwab Portfolio Management: Exporting Data to Excel for Advanced Analysis
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