| 1Y Historical | 2Y Historical | 3Y Historical | 4Y Historical | 5Y Historical | Filtered Volatility |
Average VaR deviations from negative return days (No violations are included) | 1.26% | 1.29% | 1.33% | 1.37% | 1.37% | 1.21% |
Average VaR deviation when violations are documented | 0.82% | 0.90% | 0.95% | 1.03% | 1.03% | 0.65% |