Risk Quantification

Loss Probability
Calculator

Tune a few core parameters and see how potential downside changes under different volatility assumptions.

Parameters

Portfolio Value (Rs.)Rs.5,00,000

Loss Threshold (%)20%

Time Horizon (days)252d

Volatility (%)25%

Methodology

This educational view uses a simple volatility-based approximation to show how loss probability can expand as time horizon and uncertainty rise.

Probability of losing more than 20% over 252 days.

23%

Very Low RiskModerateHigh Risk

VaR (95%)

Rs.2,05,625

Value at Risk

CVaR

Rs.2,77,594

Conditional VaR

Expected Loss

Rs.23,000

Probability-weighted

Safe Capital

Rs.2,94,375

After VaR adjustment

Bull Case (5th percentile)

-2.3%+18.4%

Base Case (50th percentile)

-8.7%+9.2%

Bear Case (95th percentile)

-4.1%-12.1%

Black Swan (99th percentile)

-5.8%-31.5%