Portfolio Risk (VaR)

Calculate Value at Risk (VaR) — the maximum potential loss over a specific timeframe with a given confidence level.

VND
%

Interpretation

You can be 95% confident that your portfolio will not lose more than 71.230.589 ₫ over the next month.

Calculation Time: 06:18:46 12/04/2026

Simulation ID: CALC-VAR-1775974726507

Portfolio VaR Report

Potential Loss (VaR)

-71.230.589 ₫

Worst case every month

Percentage Risk

7.12%

Of total portfolio value

VaR is a statistical estimate. Actual losses can exceed VaR in extreme market conditions.

Risk Distribution

Extreme LossExpected Return (0)Gain

Tail Risk Warning

VaR does not describe what happens in the remaining 5% of cases. In a market crash, actual losses can exceed VaR estimates (this phenomenon is known as Kurtosis or 'Fat Tails').

Input Summary

Total Portfolio Value1.000.000.000 ₫
Annual Volatility (%)15%
Time HorizonMonth
Confidence Level95%

This report is auto-generated by FiMo Professional. For informational purposes only.