Risk Analytics

AMAZONequitiesUpdated 10/29/2026, 12:00:21 PM

VaR 95

-0.88%

VaR 99

-1.91%

CVaR 95

-1.58%

Vol 30d

6.28%

Vol 90d

11.55%

Drawdown

-3.66%

APPLEequitiesUpdated 10/29/2026, 12:00:19 PM

VaR 95

-0.67%

VaR 99

-1.39%

CVaR 95

-1.10%

Vol 30d

4.99%

Vol 90d

6.49%

Drawdown

-1.28%

AUDUSDfxUpdated 10/29/2026, 12:00:16 PM

VaR 95

-0.13%

VaR 99

-0.23%

CVaR 95

-0.21%

Vol 30d

1.21%

Vol 90d

1.09%

Drawdown

-2.79%

DOWequitiesUpdated 10/29/2026, 12:00:18 PM

VaR 95

-0.37%

VaR 99

-1.08%

CVaR 95

-0.72%

Vol 30d

5.09%

Vol 90d

4.28%

Drawdown

-2.23%

EURUSDfxUpdated 10/29/2026, 12:00:12 PM

VaR 95

-0.10%

VaR 99

-0.18%

CVaR 95

-0.17%

Vol 30d

0.97%

Vol 90d

0.85%

Drawdown

-4.35%

GBPUSDfxUpdated 10/29/2026, 12:00:13 PM

VaR 95

-0.10%

VaR 99

-0.17%

CVaR 95

-0.16%

Vol 30d

1.04%

Vol 90d

0.86%

Drawdown

-1.77%

GOLDcommoditiesUpdated 10/29/2026, 12:00:07 PM

VaR 95

-0.42%

VaR 99

-0.77%

CVaR 95

-0.65%

Vol 30d

4.94%

Vol 90d

3.95%

Drawdown

-11.04%

GOLD_ETFequitiesUpdated 10/29/2026, 12:00:22 PM

VaR 95

-0.71%

VaR 99

-1.93%

CVaR 95

-1.50%

Vol 30d

5.50%

Vol 90d

6.41%

Drawdown

-9.61%

GOOGLEequitiesUpdated 10/29/2026, 12:00:20 PM

VaR 95

-0.91%

VaR 99

-2.23%

CVaR 95

-1.55%

Vol 30d

6.93%

Vol 90d

8.92%

Drawdown

-10.06%

MICROSOFTequitiesUpdated 10/29/2026, 12:00:20 PM

VaR 95

-0.75%

VaR 99

-1.52%

CVaR 95

-1.21%

Vol 30d

4.70%

Vol 90d

6.45%

Drawdown

-3.12%

NASDAQequitiesUpdated 10/29/2026, 12:00:17 PM

VaR 95

-0.56%

VaR 99

-1.11%

CVaR 95

-0.91%

Vol 30d

3.97%

Vol 90d

6.27%

Drawdown

-4.14%

NAT_GAScommoditiesUpdated 10/29/2026, 12:00:11 PM

VaR 95

-0.84%

VaR 99

-1.70%

CVaR 95

-1.34%

Vol 30d

7.10%

Vol 90d

9.37%

Drawdown

-10.44%

OIL_BRENTcommoditiesUpdated 10/29/2026, 12:00:09 PM

VaR 95

-0.87%

VaR 99

-2.56%

CVaR 95

-1.86%

Vol 30d

5.91%

Vol 90d

6.95%

Drawdown

-3.41%

OIL_ETFequitiesUpdated 10/29/2026, 12:00:23 PM

VaR 95

-1.35%

VaR 99

-2.76%

CVaR 95

-2.53%

Vol 30d

15.83%

Vol 90d

12.76%

Drawdown

-1.84%

OIL_WTIcommoditiesUpdated 10/29/2026, 12:00:08 PM

VaR 95

-0.90%

VaR 99

-1.70%

CVaR 95

-1.36%

Vol 30d

6.72%

Vol 90d

7.42%

Drawdown

-4.34%

SP500equitiesUpdated 10/29/2026, 12:00:16 PM

VaR 95

-0.41%

VaR 99

-0.65%

CVaR 95

-0.62%

Vol 30d

3.42%

Vol 90d

4.11%

Drawdown

-1.20%

USDCHFfxUpdated 10/29/2026, 12:00:14 PM

VaR 95

-0.13%

VaR 99

-0.23%

CVaR 95

-0.19%

Vol 30d

1.10%

Vol 90d

0.97%

Drawdown

-1.24%

USDJPYfxUpdated 10/29/2026, 12:00:14 PM

VaR 95

-0.16%

VaR 99

-0.31%

CVaR 95

-0.25%

Vol 30d

0.93%

Vol 90d

0.98%

Drawdown

-1.47%