Risk Metrics Calculator

System Intermediate All Asset Classes Portfolio Analysis Risk Management

All Market Conditions

Backtest Risk Metrics Calculator on real market data — free

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Quick Reference

Strategy Type	Risk Quantification / Measurement
Market Outlook	All Market Conditions
Risk Level	Analytical Tool - Measures Risk
Time Horizon	Real-Time and Historical Analysis
Best Conditions	Essential for all trading and investment activities
Avoid When	Never - risk measurement is fundamental to survival

India Vix	NSE Volatility Index - market fear gauge
Nifty Volatility	Historical: 15-20% annual average
Banknifty Volatility	Typically 1.3-1.5x Nifty volatility
Midcap Volatility	Often 25-35% annual

Var Reporting	Required for institutional portfolios
Span Margin	NSE SPAN calculates margin using VaR concepts
Exposure Margin	Additional margin for tail risk
Stress Testing	SEBI requires stress testing for MFs and AIFs

Circuit Breakers	10%, 15%, 20% index circuits
Stock Circuits	2%, 5%, 10%, 20% individual stock circuits
Settlement Risk	T+1 settlement for equities
Currency Risk	INR volatility against USD typically 5-8% annual

Reference	91-day T-Bill rate
Current Range	6.5-7.5% typically
Overnight Rate	RBI Repo Rate as reference
Usage	Denominator for risk-adjusted calculations

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