How do I simulate an index fund?

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 an index fund from your own measurements.

Use case · powered by Value at Risk

Value at Risk for an index fund

Simulate an index fund 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 an index fund 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

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Other ways to simulate an index fund

Black-Scholes for an index fund Option Payoff for an index fund Monte Carlo (GBM) for an index fund Efficient Frontier for an index fund Bond Pricing for an index fund Compound Interest for an index fund

Frequently asked questions

How do I simulate an index fund?: 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 an index fund from your own measurements.