your

currency
and USD Return
181
180 -0.55% 1.00 9.53% -9.98%
191 5.93% 1.00
183 -4.28% 1.00
200 8.88% -
188 -6.19% 1.00 VaR 7.372%
181 -3.79% 1.00 Position 100000 7371.758
194 6.94% 1.00
192 -1.04% 1.00
193 0.52% 1.00
188 -2.62% 1.00
196 4.17% 1.00
185 -5.78% 1.00
184 -0.54% 1.00
190 3.21% 1.00
186 -2.13% 1.00
191 2.65% 1.00
200 4.60% 1.00
181 -9.98% 1.00
194 6.94% 1.00
200 3.05% 1.00
194 -3.05% 1.00
199 2.54% 1.00
186 -6.76% 1.00
198 6.25% 1.00
196 -1.02% 1.00
199 1.52% 1.00
183 -8.38% 1.00
199 8.38% -
183 -8.38% 1.00
197 7.37% -
189 -4.15% 1.00
196 3.64% 1.00
192 -2.06% 1.00
200 4.08% 1.00
197 -1.51% 1.00
192 -2.57% 1.00
186 -3.17% 1.00
199 6.76% 1.00
199 0.00% 1.00
198 -0.50% 1.00
193 -2.56% 1.00
192 -0.52% 1.00
184 -4.26% 1.00
200 8.34% -
192 -4.08% 1.00
180 -6.45% 1.00
180 0.00% 1.00
198 9.53% -
184 -7.33% 1.00
197 6.83% 1.00
197 0.00% 1.00
190 -3.62% 1.00
188 -1.06% 1.00
200 6.19% 1.00
186 -7.26% 1.00
181 -2.72% 1.00
192 5.90% 1.00
180 -6.45% 1.00
181 0.55% 1.00
186 2.72% 1.00
191 2.65% 1.00
192 0.52% 1.00
197 2.57% 1.00
189 -4.15% 1.00
183 -3.23% 1.00
183 0.00% 1.00
191 4.28% 1.00
187 -2.12% 1.00
193 3.16% 1.00
193 0.00% 1.00
190 -1.57% 1.00
197 3.62% 1.00
200 1.51% 1.00
184 -8.34% 1.00
198 7.33% 1.00
186 -6.25% 1.00
188 1.07% 1.00
184 -2.15% 1.00
189 2.68% 1.00
183 -3.23% 1.00
199 8.38% -
183 -8.38% 1.00
181 -1.10% 1.00
187 3.26% 1.00
200 6.72% 1.00
191 -4.60% 1.00
189 -1.05% 1.00
180 -4.88% 1.00
195 8.00% -
181 -7.45% 1.00
194 6.94% 1.00
190 -2.08% 1.00
198 4.12% 1.00
190 -4.12% 1.00
183 -3.75% 1.00
197 7.37% -
188 -4.68% 1.00
190 1.06% 1.00
183 -3.75% 1.00
197 7.37% -
182 -7.92% 1.00
188 3.24% 1.00
199 5.69% 1.00
187 -6.22% 1.00
181 -3.26% 1.00
193 6.42% 1.00
184 -4.78% 1.00
199 7.84% -
192 -3.58% 1.00
192 0.00% 1.00
196 2.06% 1.00
196 0.00% 1.00
183 -6.86% 1.00
197 7.37% -
187 -5.21% 1.00
182 -2.71% 1.00
189 3.77% 1.00
194 2.61% 1.00
196 1.03% 1.00
198 1.02% 1.00
191 -3.60% 1.00
190 -0.52% 1.00
185 -2.67% 1.00
194 4.75% 1.00
186 -4.21% 1.00
197 5.75% 1.00
194 -1.53% 1.00
180 -7.49% 1.00
191 5.93% 1.00
182 -4.83% 1.00
192 5.35% 1.00
180 -6.45% 1.00
187 3.82% 1.00
198 5.72% 1.00
198 0.00% 1.00
187 -5.72% 1.00
189 1.06% 1.00
184 -2.68% 1.00
195 5.81% 1.00
187 -4.19% 1.00
 183 -2.16% 1.00
195 6.35% 1.00
187 -4.19% 1.00
184 -1.62% 1.00
200 8.34% -
181 -9.98% 1.00
182 0.55% 1.00
190 4.30% 1.00
193 1.57% 1.00
194 0.52% 1.00
200 3.05% 1.00
182 -9.43% 1.00
193 5.87% 1.00
195 1.03% 1.00
196 0.51% 1.00
181 -7.96% 1.00
194 6.94% 1.00
185 -4.75% 1.00
197 6.28% 1.00
192 -2.57% 1.00
184 -4.26% 1.00
182 -1.09% 1.00
194 6.39% 1.00
189 -2.61% 1.00
184 -2.68% 1.00
195 5.81% 1.00
200 2.53% 1.00
187 -6.72% 1.00
195 4.19% 1.00
196 0.51% 1.00
196 0.00% 1.00
195 -0.51% 1.00
200 2.53% 1.00
199 -0.50% 1.00
185 -7.29% 1.00
193 4.23% 1.00
198 2.56% 1.00
195 -1.53% 1.00
199 2.03% 1.00
196 -1.52% 1.00
183 -6.86% 1.00
188 2.70% 1.00
170.00 182
#VALUE! 0.93
Your Your
currency Currency
and USD EUR Return1 return2
133 102
140 106 0.051293 0.038466
154 108 0.09531 0.018692
132 109 -0.154151 0.009217
137 103 0.037179 -0.056619
139 104 0.014493 0.009662
146 110 0.049133 0.056089
144 104 -0.013793 -0.056089
134 106 -0.071973 0.019048
131 107 -0.022642 0.00939
151 105 0.142083 -0.018868
149 105 -0.013334 0
132 108 -0.121144 0.028171
139 100 0.051672 -0.076961
152 110 0.089407 0.09531
130 110 -0.156346 0
131 110 0.007663 0
155 107 0.168228 -0.027652
134 108 -0.145585 0.009302
150 110 0.112795 0.018349
139 108 -0.076161 -0.018349
144 100 0.035339 -0.076961
149 104 0.034133 0.039221
135 106 -0.098672 0.019048
154 101 0.131678 -0.048319
131 107 -0.161755 0.057708
130 103 -0.007663 -0.0381
138 106 0.059719 0.02871
132 103 -0.044452 -0.02871
142 100 0.073025 -0.029559
143 106 0.007018 0.058269
135 101 -0.05757 -0.048319
154 109 0.131678 0.076227
136 107 -0.124298 -0.018519
152 106 0.111226 -0.00939
136 101 -0.111226 -0.048319
138 106 0.014599 0.048319
147 102 0.063179 -0.038466
146 103 -0.006826 0.009756
143 108 -0.020762 0.047402
145 108 0.013889 0
146 110 0.006873 0.018349
140 106 -0.041964 -0.037041
134 108 -0.043803 0.018692
154 109 0.139113 0.009217
144 106 -0.067139 -0.027909
147 105 0.020619 -0.009479
130 106 -0.122898 0.009479
153 108 0.162903 0.018692
138 106 -0.103184 -0.018692
144 109 0.04256 0.027909
130 109 -0.102279 0
138 107 0.059719 -0.018519
137 101 -0.007273 -0.057708
136 105 -0.007326 0.03884
143 104 0.05019 -0.009569
138 104 -0.035591 0
149 103 0.076693 -0.009662
145 107 -0.027213 0.0381
142 107 -0.020907 0
130 108 -0.088293 0.009302
131 100 0.007663 -0.076961
135 109 0.030077 0.086178
135 106 0 -0.027909
151 107 0.112005 0.00939
135 108 -0.112005 0.009302
143 104 0.05757 -0.03774
138 109 -0.035591 0.046957
152 107 0.096627 -0.018519
133 108 -0.133531 0.009302
142 104 0.065478 -0.03774
155 109 0.087598 0.046957
152 102 -0.019545 -0.066375
139 109 -0.089407 0.066375
133 110 -0.044125 0.009132
153 100 0.140089 -0.09531
147 108 -0.040005 0.076961
152 108 0.033448 0
146 106 -0.040274 -0.018692
140 104 -0.041964 -0.019048
136 104 -0.028988 0
146 109 0.070952 0.046957
151 100 0.033673 -0.086178
154 100 0.019673 0
146 107 -0.053346 0.067659
142 107 -0.02778 0
130 103 -0.088293 -0.0381
132 107 0.015267 0.0381
139 104 0.051672 -0.028438
131 110 -0.059277 0.056089
143 102 0.087647 -0.075508
133 105 -0.072496 0.028988
149 104 0.113597 -0.009569
150 104 0.006689 0
151 104 0.006645 0
131 105 -0.142083 0.009569
132 101 0.007605 -0.03884
130 103 -0.015267 0.019608
132 110 0.015267 0.065751
147 106 0.107631 -0.037041
147 109 0 0.027909
132 107 -0.107631 -0.018519
147 110 0.107631 0.027652
154 100 0.04652 -0.09531
155 106 0.006473 0.058269
136 106 -0.13077 0
150 102 0.09798 -0.038466
144 106 -0.040822 0.038466
134 104 -0.071973 -0.019048
147 103 0.092593 -0.009662
138 106 -0.063179 0.02871
155 102 0.116171 -0.038466
141 102 -0.094665 0
150 102 0.061875 0
138 108 -0.083382 0.057158
142 110 0.028573 0.018349
144 108 0.013986 -0.018349
153 108 0.060625 0
135 109 -0.125163 0.009217
134 106 -0.007435 -0.027909
146 104 0.085767 -0.019048
153 106 0.046831 0.019048
133 106 -0.140089 0
148 100 0.106863 -0.058269
142 103 -0.041385 0.029559
130 105 -0.088293 0.019231
138 106 0.059719 0.009479
137 110 -0.007273 0.037041
139 110 0.014493 0
152 107 0.089407 -0.027652
136 108 -0.111226 0.009302
135 106 -0.00738 -0.018692
134 104 -0.007435 -0.019048
144 106 0.071973 0.019048
155 100 0.073612 -0.058269
138 110 -0.116171 0.09531
155 108 0.116171 -0.018349
153 103 -0.012987 -0.047402
150 102 -0.019803 -0.009756
147 104 -0.020203 0.019418
141 101 -0.041673 -0.02927
138 100 -0.021506 -0.00995
137 101 -0.007273 0.00995
135 101 -0.014706 0
139 102 0.029199 0.009852
136 100 -0.021819 -0.019803
144 108 0.057158 0.076961
131 109 -0.094616 0.009217
133 102 0.015152 -0.066375
130 103 -0.022815 0.009756
142 103 0.088293 0
145 104 0.020907 0.009662
137 109 -0.056753 0.046957
135 105 -0.014706 -0.037388
149 110 0.098672 0.04652
149 110 0 0
143 109 -0.041102 -0.009132
139 102 -0.028371 -0.066375
133 108 -0.044125 0.057158
133 100 0 -0.076961
149 107 0.113597 0.067659
138 101 -0.076693 -0.057708
140 108 0.014389 0.067011
136 101 -0.028988 -0.067011
138 101 0.014599 0
140 101 0.014389 0
135 100 -0.036368 -0.00995
146 106 0.078332 0.058269
142 105 -0.02778 -0.009479
141 100 -0.007067 -0.04879
153 106 0.081678 0.058269
154 110 0.006515 0.037041
144 109 -0.067139 -0.009132
145 104 0.00692 -0.046957
136 101 -0.064079 -0.02927
131 101 -0.037458 0
140 105 0.066445 0.03884
143 107 0.021202 0.018868
142 105 -0.007018 -0.018868
146 108 0.02778 0.028171
134 109 -0.085767 0.009217
133 104 -0.007491 -0.046957
155 108 0.153076 0.03774
140 106 -0.101783 -0.018692
130 110 -0.074108 0.037041
134 102 0.030305 -0.075508
135 107 0.007435 0.047856
154 107 0.131678 0
145 104 -0.060219 -0.028438
144 108 -0.00692 0.03774
152 104 0.054067 -0.03774
151 107 -0.006601 0.028438
132 105 -0.134478 -0.018868
143 107 0.080043 0.018868
148 103 0.034368 -0.0381
142 106 -0.041385 0.02871
134 103 -0.057987 -0.02871
138 109 0.029414 0.056619
145 105 0.04948 -0.037388
154 107 0.060219 0.018868
134 100 -0.139113 -0.067659
130 107 -0.030305 0.067659
152 101 0.156346 -0.057708
135 102 -0.118606 0.009852
155 106 0.13815 0.038466
145 103 -0.066691 -0.02871
135 102 -0.071459 -0.009756
155 107 0.13815 0.047856
145 108 -0.066691 0.009302
130 110 -0.109199 0.018349
135 101 0.03774 -0.08536
133 109 -0.014926 0.076227
138 110 0.036905 0.009132
137 108 -0.007273 -0.018349
141 100 0.028779 -0.076961
141 104 0 0.039221
140 107 -0.007117 0.028438
136 100 -0.028988 -0.067659
138 104 0.014599 0.039221
137 100 -0.007273 -0.039221
144 101 0.049832 0.00995
147 103 0.020619 0.019608
153 105 0.040005 0.019231
151 104 -0.013158 -0.009569
134 106 -0.11944 0.019048
135 102 0.007435 -0.038466
155 100 0.13815 -0.019803
150 106 -0.03279 0.058269
136 106 -0.09798 0
138 105 0.014599 -0.009479
155 103 0.116171 -0.019231
133 108 -0.153076 0.047402
140 100 0.051293 -0.076961
142 107 0.014185 0.067659
154 103 0.081126 -0.0381
143 108 -0.074108 0.047402
147 106 0.027588 -0.018692
144 110 -0.020619 0.037041
140 101 -0.028171 -0.08536
144 110 0.028171 0.08536
148 109 0.027399 -0.009132
138 105 -0.069959 -0.037388
131 107 -0.052056 0.018868
139 106 0.059277 -0.00939
150 107 0.076161 0.00939
153 101 0.019803 -0.057708
152 103 -0.006557 0.019608
130 109 -0.156346 0.056619
138 103 0.059719 -0.056619
139 101 0.00722 -0.019608
137 103 -0.014493 0.019608
141 105 0.028779 0.019231
153 108 0.081678 0.028171
152 106 -0.006557 -0.018692
144 106 -0.054067 0

Parametric var
Sigma 0.073034 0.039939
Var(0.99) 17.02% 9.31%
Position 100 120 17.01683 11.16706
Covariance -0.025%
Var Portf 3.812%
Portf Pos 220
Lose Port 8.387407