💱 Universal Multi-Currency Portfolio VaR

FX Portfolio Value-at-Risk Calculator – Historical Simulation, Variance-Covariance, Monte Carlo

Home Currency & Data Source

Home Currency (Base)

Import CSV Data 📂 Choose File

Export Used Data

Sample data

ℹ️ Notes on CSV import (storage location & format)

Storage location: The CSV file must be saved locally on your computer (or on a drive/USB stick connected to it). “Choose File” always opens your own computer – the calculator cannot access files on a website or server directly. Please download online files first.
Privacy: The file is processed only in your browser and is not uploaded.
Header row: first column Date, followed by ISO currency codes, e.g. Date,EUR,CNY,GBP,CHF,TJS,UZS,RUB. The home currency itself need not be included.
Rates: price of 1 unit of foreign currency in the home currency (home USD: EUR ≈ 1.16 · home RUB: USD ≈ 80.7).
Delimiter: comma , or semicolon ;. Decimal separator: point; with semicolon delimiter a decimal comma is also accepted (European Excel export).
Order: chronologically ascending (oldest row first), one trading day per row, date e.g. 2026-10-30.
Length: at least as many rows as the selected observation period (125, 251 or 503 days); if there are more rows, the most recent are used.
Encoding: UTF-8 recommended. Reload the file after changing the home currency.

Holding Period (Days)

Confidence Level

Lookback (Days)