Valor

Fecha
Cuota
1 30-Jun-12 111.4864
2 1-Jul-12 111.4753 -9.956867E-05 -9.956371E-05
3 2-Jul-12 112.9233 0.0129057855 0.0129894246
4 3-Jul-12 113.6805 0.0066830549 0.0067054363
5 4-Jul-12 113.4506 -0.002024382 -0.002022335
6 5-Jul-12 113.2051 -0.002166282 -0.002163937
7 6-Jul-12 112.5453 -0.00584541 -0.005828359
8 7-Jul-12 112.5342 -9.863182E-05 -0.000098627
9 8-Jul-12 112.523 -9.953025E-05 -9.95253E-05
10 9-Jul-12 111.7158 -0.007199499 -0.007173644
11 10-Jul-12 110.4789 -0.011133594 -0.011071845
12 11-Jul-12 109.78 -0.006346189 -0.006326095
13 12-Jul-12 109.0829 -0.00637022 -0.006349973
14 15-Jul-12 110.1125 0.0093944268 0.009438693
15 16-Jul-12 109.5099 -0.005487614 -0.005472585
16 17-Jul-12 109.7064 0.0017927504 0.0017943583
17 18-Jul-12 110.1627 0.0041506574 0.0041592833
18 19-Jul-12 110.0097 -0.00138982 -0.001388855
19 20-Jul-12 109.3717 -0.005816371 -0.005799489
20 21-Jul-12 109.3608 -9.966512E-05 -9.966015E-05
21 22-Jul-12 109.3499 -9.967505E-05 -9.967008E-05
22 23-Jul-12 108.1161 -0.011347183 -0.011283046
23 24-Jul-12 106.903 -0.011283768 -0.011220346
24 25-Jul-12 106.3667 -0.005029323 -0.005016697
25 26-Jul-12 106.7745 0.003826576 0.0038339067
26 27-Jul-12 107.5556 0.0072887892 0.0073154171
27 28-Jul-12 107.5448 -0.000100418 -0.000100413
28 29-Jul-12 107.5342 -9.856843E-05 -9.856358E-05
29 30-Jul-12 106.3588 -0.010990653 -0.010930476
30 31-Jul-12 105.5868 -0.00728492 -0.00725845
31 1-Aug-12 104.6209 -0.009190023 -0.009147924
32 2-Aug-12 104.1136 -0.00486073 -0.004848936
33 3-Aug-12 105.9391 0.01738179 0.0175337324
34 4-Aug-12 105.9288 -9.72304E-05 -9.722567E-05
35 5-Aug-12 105.9186 -9.629573E-05 -9.629109E-05
36 6-Aug-12 105.9363 0.0001670955 0.0001671095
37 7-Aug-12 105.7716 -0.001555918 -0.001554708
38 8-Aug-12 105.0811 -0.006549619 -0.006528217
39 9-Aug-12 104.963 -0.001124526 -0.001123894
40 10-Aug-12 105.222 0.0024644968 0.0024675362
41 11-Aug-12 105.2115 -0.000099794 -0.000099789
42 12-Aug-12 105.201 -0.000099804 -0.000099799
43 13-Aug-12 104.6795 -0.004969505 -0.004957177
44 14-Aug-12 104.7388 0.0005663307 0.0005664911
45 15-Aug-12 104.8398 0.0009638389 0.0009643036
46 16-Aug-12 105.7407 0.0085564 0.0085931106
47 17-Aug-12 105.7547 0.0001323906 0.0001323994
48 18-Aug-12 105.7441 -0.000100237 -0.000100232
49 19-Aug-12 105.7336 -9.930125E-05 -9.929632E-05
50 20-Aug-12 105.7288 -4.539814E-05 -4.539711E-05
51 21-Aug-12 106.0545 0.0030757879 0.003080523
52 22-Aug-12 105.527 -0.004986269 -0.004973858
53 23-Aug-12 104.674 -0.008116086 -0.008083239
54 24-Aug-12 104.7091 0.0003352706 0.0003353268
55 25-Aug-12 104.6987 -9.932772E-05 -9.932279E-05
56 26-Aug-12 104.6883 -9.933759E-05 -9.933266E-05
57 27-Aug-12 104.6588 -0.000281829 -0.000281789
58 28-Aug-12 104.0171 -0.006150226 -0.006131353
59 29-Aug-12 103.6163 -0.003860655 -0.003853213
60 30-Aug-12 103.5686 -0.000460458 -0.000460352
61 31-Aug-12 104.4533 0.0085058865 0.0085421643
62 01/Set/2012 104.4429 -0.000099571 -0.000099566
63 02/Set/2012 104.4325 -9.95809E-05 -9.957594E-05
64 03/Set/2012 104.4462 0.0001311766 0.0001311852
65 04/Set/2012 102.7854 -0.016028787 -0.015901009
66 05/Set/2012 102.9089 0.0012008113 0.0012015325
67 06/Set/2012 103.6 0.006693199 0.0067156485
68 07/Set/2012 105.231 0.0156206039 0.0157432432
69 08/Set/2012 105.2207 -9.788469E-05 -9.78799E-05
70 09/Set/2012 105.2103 -9.884475E-05 -9.883987E-05
71 10/Set/2012 105.3352 0.001186442 0.0011871461
72 11/Set/2012 106.3997 0.0100551111 0.0101058336
73 12/Set/2012 107.9067 0.0140642075 0.0141635738
74 13/Set/2012 110.1891 0.0209310159 0.021151606
75 14/Set/2012 113.2232 0.027163111 0.0275353914
 76 15/Set/2012 113.2119 -9.980785E-05 -9.980287E-05
77 16/Set/2012 113.2007 -9.893442E-05 -9.892953E-05
78 17/Set/2012 112.1538 -0.009291206 -0.009248176
79 18/Set/2012 111.3332 -0.007343637 -0.007316738
80 19/Set/2012 110.9581 -0.003374854 -0.003369166
81 20/Set/2012 110.6259 -0.002998414 -0.002993923
82 21/Set/2012 111.9608 0.0119945711 0.0120667945
83 22/Set/2012 111.9497 -9.914676E-05 -9.914184E-05
84 23/Set/2012 111.9385 -0.00010005 -0.000100045
85 24/Set/2012 112.0384 0.0008920563 0.0008924543
86 25/Set/2012 111.7359 -0.002703619 -0.002699967
87 26/Set/2012 111.0171 -0.006453808 -0.006433026
88 27/Set/2012 111.5117 0.0044452746 0.0044551695
89 28/Set/2012 111.2297 -0.002532086 -0.002528883
90 29/Set/2012 111.2186 -9.979847E-05 -9.979349E-05
91 30/Set/2012 111.2077 -0.00009801 -9.800519E-05
92 1-Oct-12 111.2656 0.0005205119 0.0005206474
93 2-Oct-12 111.2039 -0.000554683 -0.000554529
94 3-Oct-12 110.0021 -0.010865997 -0.010807175
95 4-Oct-12 110.7539 0.0068111662 0.006834415
96 5-Oct-12 110.9996 0.002215975 0.002218432
97 6-Oct-12 110.9888 -9.730238E-05 -9.729765E-05
98 7-Oct-12 110.9781 -9.641077E-05 -9.640612E-05
99 8-Oct-12 111.041 0.0005666179 0.0005667785
100 9-Oct-12 109.7272 -0.011902217 -0.011831666
101 10-Oct-12 109.4411 -0.002610781 -0.002607375
102 11-Oct-12 109.7133 0.0024840947 0.0024871826
103 12-Oct-12 109.2452 -0.004275703 -0.004266575
104 13-Oct-12 109.2346 -9.703414E-05 -9.702943E-05
105 14-Oct-12 109.224 -9.704356E-05 -9.703885E-05
106 15-Oct-12 109.5477 0.0029592515 0.0029636344
107 16-Oct-12 110.2933 0.0067831101 0.0068061675
108 17-Oct-12 110.4875 0.0017592114 0.0017607597
109 18-Oct-12 109.9185 -0.00516321 -0.005149904
110 19-Oct-12 109.9864 0.0006175397 0.0006177304
111 20-Oct-12 109.9739 -0.000113657 -0.00011365
112 21-Oct-12 109.963 -9.911934E-05 -9.911443E-05
113 22-Oct-12 109.8202 -0.001299463 -0.001298619
114 23-Oct-12 108.2974 -0.013963337 -0.013866301
115 24-Oct-12 107.8684 -0.003969181 -0.003961314
116 25-Oct-12 108.059 0.0017654086 0.0017669679
117 26-Oct-12 107.5484 -0.004736395 -0.004725196
118 27-Oct-12 107.5377 -0.000099495 -9.949009E-05
119 28-Oct-12 107.527 -9.950494E-05 -0.0000995
120 29-Oct-12 107.3059 -0.002058345 -0.002056228
121 30-Oct-12 107.3846 0.0007331484 0.0007334173
122 31-Oct-12 106.4962 -0.008307479 -0.008273067
123 1-Nov-12 106.6249 0.0012077642 0.0012084938
124 2-Nov-12 106.6885 0.0005963057 0.0005964836
125 3-Nov-12 106.6779 -9.93596E-05 -9.935466E-05
126 4-Nov-12 106.6673 -9.936947E-05 -9.936454E-05
127 5-Nov-12 107.2447 0.0053984947 0.0054130929
128 6-Nov-12 106.3259 -0.008604234 -0.008567323
129 7-Nov-12 106.0226 -0.002856627 -0.002852551
130 8-Nov-12 106.8505 0.0077783823 0.0078087125
131 9-Nov-12 106.4954 -0.003328869 -0.003323335
132 10-Nov-12 106.4848 -9.953977E-05 -9.953482E-05
133 11-Nov-12 106.4742 -9.954968E-05 -9.954472E-05
134 12-Nov-12 105.9405 -0.005025087 -0.005012482
135 13-Nov-12 105.7168 -0.002113795 -0.002111563
136 14-Nov-12 103.1547 -0.024534017 -0.024235505
137 15-Nov-12 100.8025 -0.023066646 -0.022802645
138 16-Nov-12 100.5209 -0.002797491 -0.002793582 Monto Invers 10,000,000.00
139 17-Nov-12 100.518 -2.885014E-05 -2.884972E-05 nivel confian 2.576
140 18-Nov-12 100.508 -9.948962E-05 -9.948467E-05 Periodo Max 10
141 19-Nov-12 101.7479 0.012260859 0.0123363314 Formula
142 20-Nov-12 101.299 -0.004421646 -0.004411885 VAR 1 dia 0.0176324533
143 21-Nov-12 101.0909 -0.002056427 -0.002054314 VAR 10 días 0.055758713
0.0068448965
Formula x Monto de Inversión
176,324.53
557,587.13
9,823,675.47
9,442,412.87
IF mixto balanceado
fecha valor cuota LN
1 15-Aug-12 691,237

2 16-Aug-12 695,688 0.0064185378

3 17-Aug-12 695,577 -0.000159567
4 18-Aug-12 695,571 -0.000008626
5 19-Aug-12 695,566 -7.1883646E-06
6 20-Aug-12 695,465 -0.000145216
7 21-Aug-12 696,667 0.0017268482
8 22-Aug-12 695,305 -0.0019569365
9 23-Aug-12 692,825 -0.0035731562
10 24-Aug-12 693,049 0.0003232617
11 25-Aug-12 693,041 -1.1543262E-05
12 26-Aug-12 693,033 -1.1543395E-05
13 27-Aug-12 693,890 0.0012358294
14 28-Aug-12 691,427 -0.0035558686
15 29-Aug-12 690,093 -0.0019312068
16 30-Aug-12 690,187 0.0001362042
17 31-Aug-12 693,670 0.0050337677
18 1-Sep-12 693,660 -1.4416181E-05
19 2-Sep-12 693,651 -1.297474E-05
20 3-Sep-12 694,199 0.0007897107
21 4-Sep-12 688,321 -0.008503364
22 5-Sep-12 688,616 0.0004284873
23 6-Sep-12 691,116 0.0036238961
24 7-Sep-12 696,640 0.0079610957
25 8-Sep-12 696,637 -4.3063942E-06
26 9-Sep-12 696,633 -5.7418878E-06
27 10-Sep-12 697,965 0.0019102285
28 11-Sep-12 702,147 0.0059738256
29 12-Sep-12 707,824 0.0080526914
30 13-Sep-12 716,205 0.0117709636
31 14-Sep-12 716,205 0
32 15-Sep-12 716,205 0
33 16-Sep-12 716,205 0
34 17-Sep-12 724,397 0.0113731458
35 18-Sep-12 721,842 -0.0035333063
36 19-Sep-12 720,150 -0.0023467547
37 20-Sep-12 718,893 -0.0017469948
38 21-Sep-12 724,367 0.0075856412
39 22-Sep-12 724,363 -5.522078E-06
40 23-Sep-12 724,359 -5.5221085E-06
41 24-Sep-12 724,957 0.0008252169
42 25-Sep-12 723,684 -0.0017575097
43 26-Sep-12 720,903 -0.0038502402
44 27-Sep-12 723,880 0.0041210399
45 28-Sep-12 721,555 -0.0032170274
46 29-Sep-12 721,559 5.54356759E-06
47 30-Sep-12 721,561 2.77177227E-06
48 1-Oct-12 721,824 0.0003644211
49 2-Oct-12 721,923 0.0001371431
50 3-Oct-12 717,008 -0.0068314869
51 4-Oct-12 720,286 0.0045613572
52 5-Oct-12 721,645 0.0018849729
53 6-Oct-12 721,649 5.54287623E-06
54 7-Oct-12 721,653 5.5428455E-06
55 8-Oct-12 721,716 8.72957643E-05
56 9-Oct-12 719,095 -0.0036382328
57 10-Oct-12 718,900 -0.000271211
58 11-Oct-12 719,790 0.0012372368
59 12-Oct-12 718,478 -0.0018244171
60 13-Oct-12 718,484 0.000008351
61 14-Oct-12 718,489 6.959073E-06
62 15-Oct-12 720,472 0.0027561571
63 16-Oct-12 724,662 0.0057987865
64 17-Oct-12 726,759 0.002889584
65 18-Oct-12 724,990 -0.0024370616
66 19-Oct-12 725,023 4.55168333E-05
67 20-Oct-12 725,022 -1.3792675E-06
68 21-Oct-12 725,023 1.37926754E-06
69 22-Oct-12 724,888 -0.0001862183
70 23-Oct-12 718,956 -0.0082170004
71 24-Oct-12 717,586 -0.0019073587
72 25-Oct-12 716,296 -0.0017993117
73 26-Oct-12 711,180 -0.007167927
74 27-Oct-12 711,182 2.81222361E-06
75 28-Oct-12 711,184 2.8122157E-06
76 29-Oct-12 709,985 -0.0016873437
77 30-Oct-12 712,069 0.0029309738
78 31-Oct-12 710,436 -0.0022959508
79 1-Nov-12 710,643 0.0002913279
80 2-Nov-12 711,168 0.0007384948
81 3-Nov-12 711,170 2.81227106E-06
82 4-Nov-12 711,171 1.40613257E-06
83 5-Nov-12 710,223 -0.001333902
84 6-Nov-12 706,312 -0.005521939
85 7-Nov-12 705,929 -0.0005424004
86 8-Nov-12 707,569 0.0023204854
87 9-Nov-12 704,647 -0.0041381831
88 10-Nov-12 704,649 2.83829657E-06
89 11-Nov-12 704,652 4.25742975E-06
90 12-Nov-12 701,701 -0.0041966766
91 13-Nov-12 700,382 -0.0018814869
92 14-Nov-12 693,892 -0.0093095717
93 15-Nov-12 686,471 -0.0107523477
94 16-Nov-12 684,193 -0.0033239395
 95 17-Nov-12 684,238 6.57687527E-05
96 18-Nov-12 684,243 7.30737219E-06
97 19-Nov-12 690,498 0.0090999587
98 20-Nov-12 689,831 -0.0009664363
99 21-Nov-12 689,720 -0.0001609219
100 22-Nov-12 690,732 0.0014661867
Desviacion Estandar 0.0037983658

Monto Inversión 10,000,000.00

nivel confianza al 99% 2.576
Periodo Max de Recuperacion 10
Formula Formula x Monto de Inversión
VAR 1 dia 0.0097845904 97,845.90
VAR 10 días 0.0309415915 309,415.91
9,902,154.10
9,690,584.09
IF mixto balanceado soles
fecha valor cuota LN
1 15-Aug-12 872,054

2 16-Aug-12 876,245 0.0047943836

3 17-Aug-12 876,651 0.0004632334
4 18-Aug-12 876,636 -1.7110718E-05
5 19-Aug-12 876,621 -0.000017111
6 20-Aug-12 876,297 -0.0003696693
7 21-Aug-12 877,593 0.0014778581
8 22-Aug-12 876,439 -0.0013158257
9 23-Aug-12 873,714 -0.003114016
10 24-Aug-12 873,698 -1.8312796E-05
11 25-Aug-12 873,677 -2.4036054E-05
12 26-Aug-12 873,657 -0.000022892
13 27-Aug-12 873,694 4.23498198E-05
14 28-Aug-12 871,423 -0.0026026923
15 29-Aug-12 870,047 -0.0015802745
16 30-Aug-12 870,140 0.0001068851
17 31-Aug-12 873,528 0.0038860658
18 1-Sep-12 873,475 -6.0675339E-05
19 2-Sep-12 873,425 -5.7244261E-05
20 3-Sep-12 873,574 0.0001705782
21 4-Sep-12 867,660 -0.0067929098
22 5-Sep-12 868,414 0.0008686266
23 6-Sep-12 871,245 0.0032546637
24 7-Sep-12 876,988 0.0065700861
25 8-Sep-12 876,989 1.14026581E-06
26 9-Sep-12 876,988 -1.1402658E-06
27 10-Sep-12 877,239 0.0002861659
28 11-Sep-12 881,438 0.0047751895
29 12-Sep-12 887,798 0.0071895749
30 13-Sep-12 897,793 0.0111952898
31 14-Sep-12 909,186 0.0126101642
32 15-Sep-12 909,181 -5.4994399E-06
33 16-Sep-12 909,178 -3.2996784E-06
34 17-Sep-12 904,473 -0.0051884409
35 18-Sep-12 902,688 -0.0019754749
36 19-Sep-12 902,962 0.0003034918
37 20-Sep-12 902,677 -0.0003156777
38 21-Sep-12 907,636 0.0054786243
39 22-Sep-12 907,636 0
40 23-Sep-12 907,636 0
41 24-Sep-12 905,900 -0.0019144925
42 25-Sep-12 904,167 -0.0019148468
43 26-Sep-12 901,279 -0.0031992122
44 27-Sep-12 904,024 0.0030410431
45 28-Sep-12 904,004 -2.2123551E-05
46 29-Sep-12 904,001 -3.3185749E-06
47 30-Sep-12 904,000 -1.1061941E-06
48 1-Oct-12 904,054 5.97327292E-05
49 2-Oct-12 904,025 -3.2078244E-05
50 3-Oct-12 898,702 -0.0059055148
51 4-Oct-12 900,937 0.0024838328
52 5-Oct-12 902,082 0.0012700922
53 6-Oct-12 902,085 3.32563449E-06
54 7-Oct-12 902,087 2.21708352E-06
55 8-Oct-12 901,935 -0.0001685124
56 9-Oct-12 896,081 -0.0065116447
57 10-Oct-12 894,802 -0.0014283459
58 11-Oct-12 896,218 0.0015812222
59 12-Oct-12 895,409 -0.0009030898
60 13-Oct-12 895,410 1.11680745E-06
61 14-Oct-12 895,411 1.1168062E-06
62 15-Oct-12 896,698 0.0014362968
63 16-Oct-12 901,214 0.0050236157
64 17-Oct-12 902,559 0.0014913188
65 18-Oct-12 902,478 -8.9748853E-05
66 19-Oct-12 903,057 0.0006413612
67 20-Oct-12 903,046 -1.2180922E-05
68 21-Oct-12 903,039 -7.7515732E-06
69 22-Oct-12 902,444 -0.0006591034
70 23-Oct-12 896,401 -0.0067187809
71 24-Oct-12 894,952 -0.0016177719
72 25-Oct-12 894,491 -0.0005152441
73 26-Oct-12 892,194 -0.0025712437
74 27-Oct-12 892,193 -1.1208331E-06
75 28-Oct-12 892,191 -2.24167E-06
76 29-Oct-12 891,216 -0.0010934129
77 30-Oct-12 891,717 0.0005619953
78 31-Oct-12 888,521 -0.003590535
79 1-Nov-12 888,629 0.0001215429
80 2-Nov-12 888,932 0.0003409166
81 3-Nov-12 888,930 -2.2498934E-06
82 4-Nov-12 888,928 -2.2498985E-06
83 5-Nov-12 891,741 0.0031594893
84 6-Nov-12 889,428 -0.0025971722
85 7-Nov-12 888,641 -0.00088523
86 8-Nov-12 891,422 0.0031246111
87 9-Nov-12 890,154 -0.001423459
88 10-Nov-12 890,152 -2.2468048E-06
89 11-Nov-12 890,150 -2.2468098E-06
90 12-Nov-12 888,288 -0.0020939731
91 13-Nov-12 888,503 0.0002420093
92 14-Nov-12 879,902 -0.0097274864
93 15-Nov-12 874,181 -0.0065230896
94 16-Nov-12 872,022 -0.0024727951
 95 17-Nov-12 872,080 6.65098716E-05
96 18-Nov-12 872,077 -3.4400573E-06
97 19-Nov-12 878,106 0.0068895925
98 20-Nov-12 877,041 -0.0012135737
99 21-Nov-12 876,046 -0.0011351406
100 22-Nov-12 875,547 -0.0005697671
Desviacion Estandar 0.0032359998

Monto Inversión 10,000,000.00

nivel confianza al 99% 2.576
Periodo Max de Recuperacion 10
Formula Formula x Monto de Inversión
VAR 1 dia 0.0083359354 83,359.35
VAR 10 días 0.0263605424 263,605.42
9,916,640.65
9,736,394.58
IF mixto moderado soles
fecha valor cuota LN
1 15-Aug-12 1,033,534

2 16-Aug-12 1,035,402 -0.0018057596

3 17-Aug-12 1,035,645 -0.0002346639
4 18-Aug-12 1,035,761 -0.0001120012
5 19-Aug-12 1,035,878 -0.000112954
6 20-Aug-12 1,035,323 0.000535921
7 21-Aug-12 1,036,214 -0.0008602309
8 22-Aug-12 1,036,622 -0.0003936636
9 23-Aug-12 1,035,211 0.0013620791
10 24-Aug-12 1,035,403 -0.0001854522
11 25-Aug-12 1,035,362 3.9598892E-05
12 26-Aug-12 1,035,324 3.6702813E-05
13 27-Aug-12 1,035,858 -0.0005156476
14 28-Aug-12 1,035,733 0.0001206802
15 29-Aug-12 1,034,102 0.0015759714
16 30-Aug-12 1,033,921 0.0001750464
17 31-Aug-12 1,036,843 -0.0028221487
18 1-Sep-12 1,036,742 9.7415828E-05
19 2-Sep-12 1,036,648 9.0672763E-05
20 3-Sep-12 1,037,286 -0.0006152559
21 4-Sep-12 1,033,959 0.0032125633
22 5-Sep-12 1,034,525 -0.0005472607
23 6-Sep-12 1,036,904 -0.0022969661
24 7-Sep-12 1,041,119 -0.004056746
25 8-Sep-12 1,041,172 -5.090547E-05
26 9-Sep-12 1,041,226 -5.186328E-05
27 10-Sep-12 1,041,918 -0.0006643804
28 11-Sep-12 1,044,270 -0.0022548313
29 12-Sep-12 1,049,026 -0.0045440379
30 13-Sep-12 1,057,460 -0.0080076915
31 14-Sep-12 1,065,297 -0.0073838274
32 15-Sep-12 1,065,345 -4.505684E-05
33 16-Sep-12 1,065,393 -4.505481E-05
34 17-Sep-12 1,062,561 0.0026617132
35 18-Sep-12 1,062,675 -0.0001072822
36 19-Sep-12 1,065,293 -0.0024605646
37 20-Sep-12 1,065,589 -0.0002778192
38 21-Sep-12 1,067,561 -0.0018489094
39 22-Sep-12 1,067,608 -4.402462E-05
40 23-Sep-12 1,067,659 -4.77692E-05
41 24-Sep-12 1,065,873 0.0016742195
42 25-Sep-12 1,063,314 0.0024037355
43 26-Sep-12 1,062,087 0.0011546058
44 27-Sep-12 1,063,924 -0.0017281194
45 28-Sep-12 1,065,074 -0.0010803205
46 29-Sep-12 1,065,112 -3.567764E-05
47 30-Sep-12 1,065,158 -0.000043187
48 1-Oct-12 1,065,341 -0.0001717907
49 2-Oct-12 1,065,239 9.5748576E-05
50 3-Oct-12 1,062,465 0.002607507
51 4-Oct-12 1,062,864 -0.0003754713
52 5-Oct-12 1,063,195 -0.0003113742
53 6-Oct-12 1,063,243 -4.514592E-05
54 7-Oct-12 1,063,291 -4.514388E-05
55 8-Oct-12 1,063,199 8.6527564E-05
56 9-Oct-12 1,060,295 0.0027351166
57 10-Oct-12 1,059,524 0.0007274206
58 11-Oct-12 1,061,092 -0.0014788159
59 12-Oct-12 1,060,228 0.0008145872
60 13-Oct-12 1,060,276 -4.527226E-05
61 14-Oct-12 1,060,324 -4.527021E-05
62 15-Oct-12 1,061,208 -0.0008333601
63 16-Oct-12 1,065,167 -0.0037237125
64 17-Oct-12 1,066,677 -0.0014166142
65 18-Oct-12 1,067,812 -0.0010634865
66 19-Oct-12 1,068,010 -0.0001854087
67 20-Oct-12 1,068,037 -2.528034E-05
68 21-Oct-12 1,068,072 -3.276986E-05
69 22-Oct-12 1,068,379 -0.0002873925
70 23-Oct-12 1,063,603 0.0044803455
71 24-Oct-12 1,062,591 0.0009519358
72 25-Oct-12 1,062,035 0.0005233862
73 26-Oct-12 1,061,088 0.0008920821
74 27-Oct-12 1,061,121 -3.109967E-05
75 28-Oct-12 1,061,155 -3.204107E-05
76 29-Oct-12 1,060,474 0.0006419596
77 30-Oct-12 1,060,818 -0.0003243306
78 31-Oct-12 1,059,445 0.0012951225
79 1-Nov-12 1,059,943 -0.000469947
80 2-Nov-12 1,059,560 0.0003614055
81 3-Nov-12 1,059,590 -2.831324E-05
82 4-Nov-12 1,059,621 -2.925617E-05
83 5-Nov-12 1,061,542 -0.001811271
84 6-Nov-12 1,058,515 0.0028555855
85 7-Nov-12 1,058,750 -0.0002219845
86 8-Nov-12 1,059,365 -0.000580705
87 9-Nov-12 1,058,993 0.0003512154
88 10-Nov-12 1,059,033 -0.000037771
89 11-Nov-12 1,059,076 -4.060225E-05
90 12-Nov-12 1,058,803 0.0002578051
91 13-Nov-12 1,058,450 0.0003334509
92 14-Nov-12 1,053,679 0.0045177242
93 15-Nov-12 1,054,665 -0.0009353313
94 16-Nov-12 1,051,361 0.0031376656
 95 17-Nov-12 1,051,464 -9.796345E-05
96 18-Nov-12 1,051,507 -4.089452E-05
97 19-Nov-12 1,056,509 -0.0047457034
98 20-Nov-12 1,055,601 0.0008598038
99 21-Nov-12 1,054,493 0.0010501903
100 22-Nov-12 1,054,480 1.2328275E-05
Desviacion Estandar 0.0018882169

Monto Inversión 10,000,000.00

nivel confianza al 99% 2.576
Periodo Max de Recuperacion 10
Formula Formula x Monto de Inversión
VAR 1 dia 0.0048640468 48,640.47
VAR 10 días 0.0153814665 153,814.66
9,951,359.53
9,846,185.34