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%