Fecha Rendimiento

Integrantes: 6/1/1998 0.01%

Daniela Lizeth Gómez Ávila A01423043 6/2/1998 0.21%
Miguel Alejandro Cabrera Jiménez A01422952 6/3/1998 -0.96%
6/4/1998 1.11%
6/5/1998 1.72%
6/8/1998 0.17%
6/9/1998 0.24%
6/10/1998 -0.55%
6/11/1998 -1.60%
6/12/1998 0.39%
6/15/1998 -2.01%
6/16/1998 0.98%
6/17/1998 1.78%
6/18/1998 -0.07%
6/19/1998 -0.52%
6/22/1998 0.24%
6/23/1998 1.46%
6/24/1998 1.19%
6/25/1998 -0.32%
6/26/1998 0.35%
6/29/1998 0.47%
6/30/1998 -0.41%
7/1/1998 1.29%
7/2/1998 -0.19%
7/3/1998 0.47%
7/6/1998 0.47%
7/7/1998 -0.23%
7/8/1998 1.01%
7/9/1998 -0.67%
7/10/1998 0.50%
7/13/1998 0.07%
7/14/1998 1.06%
7/15/1998 -0.24%
7/16/1998 0.78%
7/17/1998 0.23%
7/20/1998 -0.22%
7/21/1998 -1.62%
7/22/1998 -0.09%
7/23/1998 -2.11%
7/24/1998 0.09%
7/27/1998 0.57%
7/28/1998 -1.50%
7/29/1998 -0.45%
7/30/1998 1.56%
7/31/1998 -1.97%
8/3/1998 -0.74%
8/4/1998 -3.69%
8/5/1998 0.86%
8/6/1998 0.76%
8/7/1998 -0.02%
8/10/1998 -0.58%
8/11/1998 -1.32%
8/12/1998 1.42%
8/13/1998 -0.86%
8/14/1998 -1.14%
8/17/1998 1.95%
8/18/1998 1.60%
8/19/1998 -0.29%
8/20/1998 -0.59%
8/21/1998 -0.95%
8/24/1998 0.64%
8/25/1998 0.43%
8/26/1998 -0.80%
8/27/1998 -3.91%
8/28/1998 -1.49%
8/31/1998 -7.04%
9/1/1998 3.79%
9/2/1998 -0.38%
9/3/1998 -0.83%
9/4/1998 -0.86%
9/7/1998 2.51%
9/8/1998 2.45%
9/9/1998 -1.70%
9/10/1998 -2.62%
9/11/1998 2.90%
9/14/1998 2.03%
9/15/1998 0.77%
9/16/1998 0.75%
9/17/1998 -2.58%
9/18/1998 0.12%
9/21/1998 0.37%
9/22/1998 0.56%
9/23/1998 3.48%
9/24/1998 -2.22%
9/25/1998 0.19%
9/28/1998 0.38%
9/29/1998 0.03%
9/30/1998 -3.10%
10/1/1998 -3.06%
10/2/1998 1.63%
10/5/1998 -1.41%
10/6/1998 -0.40%
10/7/1998 -1.42%
10/8/1998 -1.16%
10/9/1998 2.57%
10/12/1998 1.34%
10/13/1998 -0.29%
10/14/1998 1.07%
10/15/1998 4.09%
10/16/1998 0.85%
Estimar VaR paramétrico a partir de:
Var 99% 1 día = -0.61064464
Var 99% 1 mes= -2.73088584

z= 2.33
Media -0.03%
Desv Est 2%
MV = 15.85