Risk Analytics

AMAZONequitiesUpdated 8/31/2026, 12:00:25 PM

VaR 95

-0.89%

VaR 99

-1.53%

CVaR 95

-1.52%

Vol 30d

10.41%

Vol 90d

8.13%

Drawdown

-6.81%

APPLEequitiesUpdated 8/31/2026, 12:00:22 PM

VaR 95

-0.86%

VaR 99

-2.02%

CVaR 95

-1.76%

Vol 30d

7.90%

Vol 90d

7.96%

Drawdown

-6.97%

AUDUSDfxUpdated 8/31/2026, 12:00:18 PM

VaR 95

-0.11%

VaR 99

-0.20%

CVaR 95

-0.17%

Vol 30d

1.22%

Vol 90d

1.01%

Drawdown

-0.65%

DOWequitiesUpdated 8/31/2026, 12:00:21 PM

VaR 95

-0.30%

VaR 99

-0.73%

CVaR 95

-0.58%

Vol 30d

2.65%

Vol 90d

3.04%

Drawdown

-2.05%

EURUSDfxUpdated 8/31/2026, 12:00:13 PM

VaR 95

-0.08%

VaR 99

-0.14%

CVaR 95

-0.12%

Vol 30d

1.08%

Vol 90d

0.76%

Drawdown

-0.94%

GBPUSDfxUpdated 8/31/2026, 12:00:14 PM

VaR 95

-0.09%

VaR 99

-0.14%

CVaR 95

-0.12%

Vol 30d

0.76%

Vol 90d

0.72%

Drawdown

-0.92%

GOLDcommoditiesUpdated 8/31/2026, 12:00:07 PM

VaR 95

-0.39%

VaR 99

-0.70%

CVaR 95

-0.61%

Vol 30d

5.96%

Vol 90d

4.83%

Drawdown

-4.99%

GOLD_ETFequitiesUpdated 8/31/2026, 12:00:26 PM

VaR 95

-0.63%

VaR 99

-1.80%

CVaR 95

-1.31%

Vol 30d

8.02%

Vol 90d

9.24%

Drawdown

-4.68%

GOOGLEequitiesUpdated 8/31/2026, 12:00:24 PM

VaR 95

-0.90%

VaR 99

-2.57%

CVaR 95

-2.02%

Vol 30d

7.60%

Vol 90d

6.38%

Drawdown

-9.06%

MICROSOFTequitiesUpdated 8/31/2026, 12:00:23 PM

VaR 95

-0.92%

VaR 99

-1.84%

CVaR 95

-1.54%

Vol 30d

7.93%

Vol 90d

8.09%

Drawdown

-0.67%

NASDAQequitiesUpdated 8/31/2026, 12:00:20 PM

VaR 95

-0.59%

VaR 99

-1.13%

CVaR 95

-1.00%

Vol 30d

5.49%

Vol 90d

4.86%

Drawdown

-1.70%

NAT_GAScommoditiesUpdated 8/31/2026, 12:00:12 PM

VaR 95

-0.83%

VaR 99

-1.43%

CVaR 95

-1.27%

Vol 30d

9.71%

Vol 90d

8.88%

Drawdown

-12.40%

OIL_BRENTcommoditiesUpdated 8/31/2026, 12:00:11 PM

VaR 95

-1.01%

VaR 99

-2.37%

CVaR 95

-2.43%

Vol 30d

11.16%

Vol 90d

8.76%

Drawdown

-12.72%

OIL_ETFequitiesUpdated 8/31/2026, 12:00:27 PM

VaR 95

-1.36%

VaR 99

-3.12%

CVaR 95

-2.70%

Vol 30d

11.91%

Vol 90d

11.57%

Drawdown

-8.02%

OIL_WTIcommoditiesUpdated 8/31/2026, 12:00:08 PM

VaR 95

-0.94%

VaR 99

-1.73%

CVaR 95

-1.63%

Vol 30d

7.96%

Vol 90d

7.50%

Drawdown

-7.08%

SP500equitiesUpdated 8/31/2026, 12:00:19 PM

VaR 95

-0.37%

VaR 99

-0.70%

CVaR 95

-0.57%

Vol 30d

3.32%

Vol 90d

3.09%

Drawdown

-1.35%

USDCHFfxUpdated 8/31/2026, 12:00:17 PM

VaR 95

-0.12%

VaR 99

-0.30%

CVaR 95

-0.23%

Vol 30d

1.35%

Vol 90d

1.02%

Drawdown

-1.42%

USDJPYfxUpdated 8/31/2026, 12:00:16 PM

VaR 95

-0.10%

VaR 99

-0.30%

CVaR 95

-0.28%

Vol 30d

0.99%

Vol 90d

0.74%

Drawdown

-2.58%