Conditional Value-at-Risk (CVaR/ES) Calculator

Calculate Conditional Value-at-Risk (CVaR), also known as Expected Shortfall (ES), for investment portfolios. CVaR measures the expected loss in the worst (1-confidence level)% of scenarios, providing a more coherent risk measure than VaR.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How to Use

Enter the values for the scenario you are assessing. Calculate Conditional Value-at-Risk (CVaR), also known as Expected Shortfall (ES), for investment portfolios. CVaR measures the expected loss in the worst (1-confidence level)% of scenarios, providing a more coherent risk measure than VaR. Use the cvar / es result to inform your calculation.

Frequently Asked Questions