Resumen#
ECO |
P FBCOLOMB |
ISA |
Po rtafolio |
|
|---|---|---|---|---|
VaR sin promedios, NC = 95% y H = 250 |
1 7,008975741454 |
6,0001 9579925925 |
15,002 1205275282 |
8,0006 9513946404 |
VaR con promedios, NC = 95% y H = 250 |
17 ,0090693230293 |
7,0002 1210746552 |
16,002 1880560683 |
8,000 7217329587 |
VaR sin promedios, NC = 95% y H = 500 |
12 ,0048175999161 |
2,001 1665536307 |
6,0007 3327511721 |
5,0002 8956100564 |
VaR con promedios, NC = 95% y H = 500 |
12 ,0048672309775 |
3,0011 8419466552 |
6,000 7622227941 |
5,0003 0436976491 |
VaR sin promedios, NC = 99% y H = 250 |
7, 00397064315263 |
0 |
4,0006 4241285639 |
2,0001 4445916113 |
VaR con promedios, NC = 99% y H = 250 |
7, 00401163260812 |
1,0000 0000278114 |
4,0006 6428484215 |
2,0001 5154099775 |
VaR sin promedios, NC = 99% y H = 500 |
12 ,0048175999161 |
2,0011 6655363073 |
6,0007 3327511721 |
5,0002 8956100564 |
VaR con promedios, NC = 99% y H = 500 |
12 ,0048672309775 |
3,0011 8419466552 |
6,000 7622227941 |
5,0003 0436976491 |
VaR SH, NC = 95% y H = 250 |
20 ,0100793900687 |
10,000 3133762384 |
17,002 3570764449 |
11,000 9070565652 |
VaR SH, NC = 95% y H = 500 |
32 ,0139471948101 |
17,002 8680508645 |
25,003 1545412919 |
19,001 8755053324 |
VaR SH, NC = 99% y H = 250 |
4, 00179684593861 |
0 |
2,0002 4053446162 |
2,0000 3436732289 |
VaR SH, NC = 99% y H = 500 |
5, 00208130721835 |
1,0008 3998242338 |
3,000 2405500786 |
4,0000 7239002439 |
VaR SMC, NC = 95% y H = 250 |
17 ,0093973157008 |
4,0000 6494334954 |
9,0013 4932149692 |
11,001 0548080044 |
VaR SMC, NC = 95% y H = 500 |
29 ,0130773712762 |
9,0019 8655778621 |
13,001 8075376457 |
21,002 2414973628 |
VaR SMC, NC = 99% y H = 250 |
8, 00428712139614 |
0 |
2,0003 3108544945 |
4,0002 9795823917 |
VaR SMC, NC = 99% y H = 500 |
14 ,0055367419958 |
1,0009 0304479033 |
3,0003 4805468623 |
10,00 0693960515 |