### Risk: Value-at-Risk (VaR) Calculator for Portfolio of 12 Tickers

This Excel spreadsheet calculates Value-at-Risk (VaR) for a portfolio of up to 12 tickers

Parametric, Historical, Monte-Carlo simulated Value-at-Risk (VaR)

Mean, Standard Deviation, Variance, Correlation, Covariance

Incremental VaR for each ticker in the portfolio (without rebalancing)

Marginal VaR for each ticker in the portfolio (with rebalancing)

Cholesky Decomposition of the covariance matrix using built-in VBA function