Date

8/10/2016
8/9/2016
8/8/2016
8/5/2016
8/4/2016
8/3/2016
8/2/2016
8/1/2016
7/29/2016
7/28/2016
7/27/2016
7/26/2016
7/25/2016
7/22/2016
7/21/2016
7/20/2016
7/19/2016
7/18/2016
7/15/2016
7/14/2016
7/13/2016
7/12/2016
7/11/2016
7/8/2016
7/7/2016
7/6/2016
7/5/2016
7/4/2016
7/1/2016
6/30/2016
6/29/2016
6/28/2016
6/27/2016
6/24/2016
6/23/2016
6/22/2016
6/21/2016
6/20/2016
6/17/2016
6/16/2016
6/15/2016

LALA
40.2
40.09
40.08
40.55
40.07
40.37
39.78
40.23
40.46
40.65
41.19
41.77
42.15
41.91
41.4
41.71
41.72
41.53
41.85
40.67
41.5
41.53
40.42
40.51
40.5
39.83
39.72
40.48
40.36
39.85
40.54
40.88
40.85
40.92
41.99
41.74
41.95
42.29
41.8
42.06
41.77

RENDIMIENTOS
0.00274
0.00025
-0.01166
0.01191
-0.00746
0.01472
-0.01125
-0.00570
-0.00469
-0.01320
-0.01398
-0.00906
0.00571
0.01224
-0.00746
-0.00024
Histograma
0.00456
-0.00768
0.02860
-0.02020
-0.00072
0.02709
-0.00222
0.00025
0.01668
0.00277
-0.01895
0.00297
0.01272
-0.01717
-0.00835
0.00073
-0.00171
-0.02581 Frecuencia
0.00597
-0.00502
-0.00807
0.01165
-0.00620
0.00692
0.00240

Clase
-0.04437402
-0.0370892
-0.02980438
-0.02251957
-0.01523475
-0.00794994
-0.00066512
0.00661969
0.01390451
0.02118933
0.02847414
0.03575896
y mayor...

6/14/2016
6/13/2016
6/10/2016
6/9/2016
6/8/2016
6/7/2016
6/6/2016
6/3/2016
6/2/2016
6/1/2016
5/31/2016
5/30/2016
5/27/2016
5/26/2016
5/25/2016
5/24/2016
5/23/2016
5/20/2016
5/19/2016
5/18/2016
5/17/2016
5/16/2016
5/13/2016
5/12/2016
5/11/2016
5/10/2016
5/9/2016
5/6/2016
5/5/2016
5/4/2016
5/3/2016
5/2/2016
4/29/2016
4/28/2016
4/27/2016
4/26/2016
4/25/2016
4/22/2016
4/21/2016
4/20/2016
4/19/2016
4/18/2016

41.67
42.44
43
43.11
44.2
43.75
43.86
43.48
44.32
44.06
44.07
44.97
44.89
44.64
44.97
43.5
44.06
44.2
44.72
44.97
45.43
45.15
44.65
44.72
45.76
46.17
46.04
45.56
45.15
46.06
45.86
44.87
45.57
46.37
45.92
44.88
45.07
45.79
45.78
45.39
45.81
43.88

-0.01831
-0.01311
-0.00255
-0.02497
0.01023
-0.00251
0.00870
-0.01913
0.00588
-0.00023
-0.02022
0.00178
0.00558
-0.00737
0.03323
-0.01279
-0.00317
-0.01170
-0.00557
-0.01018
0.00618
0.01114
-0.00157
-0.02299
-0.00892
0.00282
0.01048
0.00904
-0.01995
0.00435
0.02182
-0.01548
-0.01740
0.00975
0.02291
-0.00422
-0.01585
0.00022
0.00856
-0.00921
0.04304
-0.04020

4/15/2016
4/14/2016
4/13/2016
4/12/2016
4/11/2016
4/8/2016
4/7/2016
4/6/2016
4/5/2016
4/4/2016
4/1/2016
3/31/2016
3/30/2016
3/29/2016
3/28/2016
3/25/2016
3/24/2016
3/23/2016
3/22/2016
3/21/2016
3/18/2016
3/17/2016
3/16/2016
3/15/2016
3/14/2016
3/11/2016
3/10/2016
3/9/2016
3/8/2016
3/7/2016
3/4/2016
3/3/2016
3/2/2016
3/1/2016
2/29/2016
2/26/2016
2/25/2016
2/24/2016
2/23/2016
2/22/2016
2/19/2016
2/18/2016

45.68
45.52
45.49
44.94
45.57
45.48
45.62
45.12
45.36
44.74
46.77
46.63
46.33
45.39
45.5
45.16
45.16
45.16
44.68
43.34
43.34
43.01
42.5
42.42
42.47
42.16
42.68
42.21
41.87
41.63
42.63
42.69
42.67
42.41
42.06
42.42
41.49
42.17
41.59
41.49
41.64
41.25

0.00351
0.00066
0.01216
-0.01392
0.00198
-0.00307
0.01102
-0.00531
0.01376
-0.04437
0.00300
0.00645
0.02050
-0.00242
0.00750
0.00000
0.00000
0.01069
0.03045
0.00000
0.00764
0.01193
0.00188
-0.00118
0.00733
-0.01226
0.01107
0.00809
0.00575
-0.02374
-0.00141
0.00047
0.00611
0.00829
-0.00852
0.02217
-0.01626
0.01385
0.00241
-0.00361
0.00941
-0.00073

2/17/2016
2/16/2016
2/15/2016
2/12/2016
2/11/2016
2/10/2016
2/9/2016
2/8/2016
2/5/2016
2/4/2016
2/3/2016
2/2/2016
2/1/2016
1/29/2016
1/28/2016
1/27/2016
1/26/2016
1/25/2016
1/22/2016
1/21/2016
1/20/2016
1/19/2016
1/18/2016
1/15/2016
1/14/2016
1/13/2016
1/12/2016
1/11/2016
1/8/2016
1/7/2016
1/6/2016
1/5/2016
1/4/2016
1/1/2016

41.28
41.36
42.03
41.93
41.69
41.78
41.63
41.55
41.27
42.45
42.7
42.55
42.41
42.41
40.88
40.41
41.17
40.09
40.03
39.7
40.01
39.59
39.57
40.1
40.01
39.33
39.47
39.18
39.19
38.82
39.65
39.64
39.39
39.56

-0.00194
-0.01607
0.00238
0.00574
-0.00216
0.00360
0.00192
0.00676
-0.02819
-0.00587
0.00352
0.00330
0.00000
0.03674
0.01156
-0.01863
0.02658
0.00150
0.00828
-0.00778
0.01055
0.00051
-0.01331
0.00225
0.01714
-0.00355
0.00737
-0.00026
0.00949
-0.02116
0.00025
0.00633
-0.00431

Cunto tengo expuesto

DE
$
4,020,000.00
Frecuencia
1
1
0
5
14
17
30
45
31
4
5
3
2

0.0134

0
#VALUE!

VaR vs Proba

VaR
-$

1%
5%
125,318.69 -$ 88,607.09 -$

10%
69,036.26

VaR vs Probabilidad

Probabilidad VaR
1% -$
2% -$
3% -$
4% -$
5% -$
6% -$
7% -$
8% -$
9% -$
10% -$
11% -$
12% -$
13% -$
14% -$
15% -$
16% -$
17% -$
18% -$
19% -$
20% -$
21% -$
22% -$
23% -$
24% -$
25% -$
26% -$
27% -$
28% -$
29% -$
30% -$

125,318.69
110,633.98
101,317.00
94,308.20
88,607.09
83,754.539
79,499.80
75,690.20
72,225.51
69,036.26
66,072.19
63,295.70
60,677.88
58,196.03
55,831.92
53,570.73
51,400.20
49,310.06
47,291.64
45,337.53
43,441.33
41,597.49
39,801.15
38,048.01
36,334.28
34,656.56
33,011.80
31,397.25
29,810.44
28,249.08