Tools

Free portfolio risk tools

The standard risk arithmetic, free and in your browser. Everything runs client-side — nothing you type is sent anywhere or stored. Tools, not advice: these compute numbers; what to do with them is yours.

The calculators

Sharpe ratio calculator

Risk-adjusted return: excess return per unit of volatility. The number our walk-forward grades are built on.

Value at Risk (VaR) calculator

Parametric VaR: the loss threshold your portfolio should stay within on most days, at a chosen confidence.

Maximum drawdown calculator

Paste an equity series; get the worst peak-to-trough decline — the risk number investors actually feel.

Stock correlation calculator

Pearson correlation between two return series — how much diversification you actually have.

Portfolio beta calculator

Sensitivity to a benchmark, from paired return series — with r² so you know how much the beta means.
Why free? These are the open half of the Farlens methodology — the arithmetic is public, the live scored readings are the product. If you want these numbers computed continuously for your actual watchlist alongside geopolitical event exposure, that's what Farlens is.

Farlens provides informational tools and aggregated public data for research purposes only. Nothing on this platform constitutes investment, financial, legal, or tax advice. Farlens is not a registered investment adviser or broker-dealer in any jurisdiction. All investment decisions are made solely by you.