Risk Analytics

AMAZONequitiesUpdated 7/3/2026, 2:00:20 PM

VaR 95

-1.21%

VaR 99

-2.28%

CVaR 95

-1.88%

Vol 30d

19.71%

Vol 90d

16.28%

Drawdown

-12.35%

APPLEequitiesUpdated 7/3/2026, 2:00:18 PM

VaR 95

-0.79%

VaR 99

-1.55%

CVaR 95

-1.50%

Vol 30d

12.82%

Vol 90d

13.67%

Drawdown

-2.21%

AUDUSDfxUpdated 7/3/2026, 2:00:15 PM

VaR 95

-0.16%

VaR 99

-0.30%

CVaR 95

-0.24%

Vol 30d

2.07%

Vol 90d

1.70%

Drawdown

-4.58%

DOWequitiesUpdated 7/3/2026, 2:00:17 PM

VaR 95

-0.39%

VaR 99

-0.68%

CVaR 95

-0.57%

Vol 30d

3.76%

Vol 90d

4.68%

Drawdown

0.00%

EURUSDfxUpdated 7/3/2026, 2:00:10 PM

VaR 95

-0.10%

VaR 99

-0.16%

CVaR 95

-0.16%

Vol 30d

1.43%

Vol 90d

1.27%

Drawdown

-2.92%

GBPUSDfxUpdated 7/3/2026, 2:00:11 PM

VaR 95

-0.11%

VaR 99

-0.22%

CVaR 95

-0.18%

Vol 30d

1.52%

Vol 90d

1.33%

Drawdown

-2.16%

GOLDcommoditiesUpdated 7/3/2026, 2:00:06 PM

VaR 95

-0.49%

VaR 99

-0.90%

CVaR 95

-0.78%

Vol 30d

5.67%

Vol 90d

6.02%

Drawdown

-12.32%

GOLD_ETFequitiesUpdated 7/3/2026, 2:00:21 PM

VaR 95

-0.86%

VaR 99

-2.10%

CVaR 95

-1.57%

Vol 30d

10.18%

Vol 90d

9.05%

Drawdown

-13.42%

GOOGLEequitiesUpdated 7/3/2026, 2:00:19 PM

VaR 95

-1.37%

VaR 99

-1.95%

CVaR 95

-1.95%

Vol 30d

14.66%

Vol 90d

14.75%

Drawdown

-11.47%

MICROSOFTequitiesUpdated 7/3/2026, 2:00:19 PM

VaR 95

-1.07%

VaR 99

-1.74%

CVaR 95

-1.64%

Vol 30d

11.92%

Vol 90d

13.85%

Drawdown

-15.99%

NASDAQequitiesUpdated 7/3/2026, 2:00:16 PM

VaR 95

-0.65%

VaR 99

-1.35%

CVaR 95

-1.07%

Vol 30d

6.16%

Vol 90d

6.28%

Drawdown

-4.97%

NAT_GAScommoditiesUpdated 7/3/2026, 2:00:09 PM

VaR 95

-0.86%

VaR 99

-1.70%

CVaR 95

-1.34%

Vol 30d

6.30%

Vol 90d

7.28%

Drawdown

-4.73%

OIL_BRENTcommoditiesUpdated 7/3/2026, 2:00:08 PM

VaR 95

-1.04%

VaR 99

-2.18%

CVaR 95

-1.81%

Vol 30d

4.46%

Vol 90d

6.23%

Drawdown

-36.71%

OIL_ETFequitiesUpdated 7/3/2026, 2:00:22 PM

VaR 95

-2.48%

VaR 99

-4.24%

CVaR 95

-3.84%

Vol 30d

9.79%

Vol 90d

16.83%

Drawdown

-32.03%

OIL_WTIcommoditiesUpdated 7/3/2026, 2:00:07 PM

VaR 95

-1.12%

VaR 99

-2.65%

CVaR 95

-1.99%

Vol 30d

4.80%

Vol 90d

6.70%

Drawdown

-34.46%

SP500equitiesUpdated 7/3/2026, 2:00:15 PM

VaR 95

-0.46%

VaR 99

-0.85%

CVaR 95

-0.72%

Vol 30d

3.64%

Vol 90d

4.28%

Drawdown

-1.82%

USDCHFfxUpdated 7/3/2026, 2:00:13 PM

VaR 95

-0.12%

VaR 99

-0.27%

CVaR 95

-0.20%

Vol 30d

1.86%

Vol 90d

1.51%

Drawdown

-1.28%

USDJPYfxUpdated 7/3/2026, 2:00:12 PM

VaR 95

-0.07%

VaR 99

-0.18%

CVaR 95

-0.16%

Vol 30d

1.82%

Vol 90d

1.29%

Drawdown

-1.00%