VaR Dashboard
Vantara Capital · Risk Analytics · 250-Day Historical Simulation
2 BREACHESLIVE16:00 UTC
1-Day VaR (95%)
$4.82M
↑ $0.31M1.92% of NAV
1-Day VaR (99%)
$7.14M
↑ $0.44M2.84% of NAV
10-Day VaR (95%)
$15.24M
↑ $0.98M6.06% of NAV
CVaR (ES 99%)
$9.87M
−$0.12M3.93% of NAV
Portfolio VaR — 30-Day Historical Path ($ Millions)
Portfolio NAV
$251.2M
Vantara Capital Total
Lookback Window
250 days
Historical simulation
Model
HS Full Reval
Daily revaluation
Last Recalibrated
Today 15:30
By K. Patel · Risk Desk
← Templatesnodus:var-dashboardnodus:risk-analyticsnodus:backtestingnodus:cvar-es