Back to Labs
Risk Analyzer
VaR, CVaR, Drawdown & Beta
The Concept
Risk is not just volatility. Institutional risk management uses multiple metrics to capture different dimensions: Value at Risk (VaR) estimates the worst expected loss at a confidence level. Conditional VaR (Expected Shortfall) measures the average loss in the tail — when things go worse than VaR. Maximum drawdown shows the largest peak-to-trough decline. Beta measures systematic risk relative to the market. Together, these paint a complete risk picture.
Portfolio
Total Weight100%
$100,000
4.50%
Presets
