How do I simulate a compound-growth plan?

Open this page and use the live Value at Risk tool below — set your inputs and the simulation runs instantly in your browser using real numerics. No install, no account needed.

Yes. The simulation runs free in your browser. A one-time unlock or a Pro plan adds advanced parameters, saved presets, data import, and clean exports.

Can I use my own numbers?

Absolutely — every input is adjustable, and with data import you can drive a compound-growth plan from your own measurements.

Use case · powered by Value at Risk

Value at Risk for a compound-growth plan

Simulate a compound-growth plan live in your browser. This runs the real Value at Risk solver — adjust the inputs, watch it respond instantly, and export the result. No install, no account.

For:Students Researchers Educators Engineers Hobbyists & Makers K-12 Students First Responders

Value at Risk (VaR)Live

parametric VaR & expected shortfall

Controls

Presets

Portfolio value ($)

Annual volatility

Annual return

Horizon (days)

Value at Risk estimates the loss a portfolio will not exceed over a horizon at a confidence level. Parametric VaR assumes normally distributed returns and scales volatility by √time. Expected shortfall (CVaR) is the average loss in the tail beyond VaR. Educational tool, not investment advice.

▶ Run in Python

Data Inspector

VaR (95%)$20,446

Expected shortfall$25,708

Horizon vol1.26%

Governing equation

VaR_{95%} = z σ - μ = 1.64 \times 0.0126 - 0.0003 = 0.0204

Reading this result: At 95% confidence the loss should not exceed 2.0% of the portfolio over 1 day; the average loss in the worse tail beyond that (expected shortfall) is steeper still.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

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About this simulation

The full Value at Risk tool models a compound-growth plan with the same numerics engineers and scientists use — running entirely client-side. Change any parameter and the result updates in real time, so you can build intuition, check a design, or teach the concept without spreadsheets or installs.

More you can do with Value at Risk

Value at Risk for a stock option Value at Risk for a retirement fund Value at Risk for a mortgage Value at Risk for a bond ladder Value at Risk for a crypto portfolio Value at Risk for an index fund Value at Risk for a savings plan Value at Risk for a startup valuation

Other ways to simulate a compound-growth plan

Black-Scholes for a compound-growth plan Option Payoff for a compound-growth plan Monte Carlo (GBM) for a compound-growth plan Efficient Frontier for a compound-growth plan Bond Pricing for a compound-growth plan Compound Interest for a compound-growth plan

Frequently asked questions

How do I simulate a compound-growth plan?: Open this page and use the live Value at Risk tool below — set your inputs and the simulation runs instantly in your browser using real numerics. No install, no account needed.
Is it free?: Yes. The simulation runs free in your browser. A one-time unlock or a Pro plan adds advanced parameters, saved presets, data import, and clean exports.
Can I use my own numbers?: Absolutely — every input is adjustable, and with data import you can drive a compound-growth plan from your own measurements.