1Y Historical

2Y Historical

3Y Historical

4Y Historical

5Y Historical

Filtered Volatility

VaR deviation from negative return days (No violations are included)

1.56%

1.60%

1.61%

1.62%

1.61%

1.52%

VaR deviation when violations are documented

0.91%

1.01%

1.07%

1.10%

1.15%

0.74%