Portfolio VaR (95%)
$2.85M
1-Day
Expected Shortfall
$4.12M
95% Confidence
Portfolio Beta
1.24
vs S&P 500
Tracking Error
3.2%
Annualized
Portfolio VaR (95%)
$2.85M
1-Day
Expected Shortfall
$4.12M
95% Confidence
Portfolio Beta
1.24
vs S&P 500
Tracking Error
3.2%
Annualized