Build a portfolio and stress test it against historical crashes, bear markets, volatility spikes, and hypothetical black swan events. See maximum drawdown, recovery time, and portfolio resilience.
Estimate the maximum expected loss over a given time period at a certain confidence level.
VaR is calculated using historical simulation method with ETF-specific correlations.
Results are based on simulated historical and hypothetical scenarios for educational purposes only. Past performance is not indicative of future results. Not financial advice.