Portfolio: (Example portfolio)
- Details
- Summary
- Alerts
- Big Movers
- Volume Trending Higher
- Maturing Bonds
- Discount Bond Price Increase
- Premium Bond Price Decrease
- Trending Higher
- Trending Lower
- Market Rating Change
- Liquidity Rating Change
- Yield Rating Change
- Alerts History
VAR Summary for 11/1/2016
Value at Risk (VAR) is commonly used by financial institutions to evaluate the risk of their assets. It answers the question, simply put, "How much could my portfolio lose in a really bad day?" The answer is stated with a given confidence level. So for example, for a 95% confidence level the VAR for a portfolio is say $100,000. This means that the probability that the loss will be $100,000 or less is 95%. Alternatively, it can be stated the probability loss will be more than $100,000 is only 5%.
Because the value of the portfolio did not change for 34054 out of the
observed 1577 days, the Maximum Daily Loss was insignificant.
| CUSIP | Name | Estimated Price | Market Value | Portfolio Weight | Gain/Loss | % Volatility |
|---|