|
\(q=0.8\) |
\(q=0.85\) |
\(q=0.9\) |
\(q=0.95\) |
\(q=0.975\) |
\(q=0.99\) |
BL 1 |
306,753.244 |
307,442.414 |
308,323.871 |
309,660.430 |
310,849.80 |
312,266.732 |
(93.05%) |
(93.06%) |
(93.08%) |
(93.09%) |
(93.11%) |
(93.13%) |
BL 2 |
15,416.61 |
15,427.48 |
15,443.02 |
15,468.08 |
15,490.65 |
15,518.19 |
(4.68%) |
(4.67%) |
(4.66%) |
(4.65%) |
(4.64%) |
(4.63%) |
BL 3 |
7,491.49 |
7,492.92 |
7,495.72 |
7,501.16 |
7,506.34 |
7,512.63 |
(2.27%) |
(2.27%) |
(2.26%) |
(2.26%) |
(2.25%) |
(2.24%) |
Portfolio risk capital |
329,661.34 |
330,362.81 |
331,262.61 |
332,629.66 |
333,846.79 |
335,297.55 |