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Portfolio Parametric Value-at-Risk (VaR 95% & 99%) Calculator

Calculates daily and monthly Parametric Value-at-Risk (VaR at 95% and 99% confidence) in USD/EUR for any portfolio size and volatility.

Call it (no API key)

GET https://api.agentdatahub.de/api/v1/call/quant-var-value-at-risk?portfolio_value=100000&annual_volatility_pct=25&horizon_days=1&compact=1

Full metadata: without compact=1 · Markdown: format=llm · Only some fields: add &fields=a,b.c · MCP: tool call_api with {"apiId":"quant-var-value-at-risk"}

Parameters

Example response (live, compact)

{
  "apiId": "quant-var-value-at-risk",
  "data_freshness": "live",
  "data": {
    "portfolio_value": 100000,
    "horizon_days": 1,
    "period_volatility_pct": 1.57,
    "var_95_confidence_loss": 2590.4,
    "var_99_confidence_loss": 3663.66
  },
  "source": "100% Platform Institutional Risk Engine",
  "license": "100% Platform Owned Compute"
}

Source & license