| 0.90 CL | 0.95 CL | 0.99 CL | |||
---|---|---|---|---|---|---|
RA | RA (%) | RA | RA (%) | RA | RA (%) | |
VaR | 586,476 | 4.21 | 762,604 | 5.47 | 1,101,150 | 7.90 |
CTE | 818,662 | 5.87 | 970,599 | 6.96 | 1,274,986 | 9.14 |
CoC | 251,297 | 1.80 | 326,596 | 2.34 | 471,843 | 3.39 |
 | \(\eta =0.10\) | \( \eta =0.05\) | \(\eta =0.01\) | |||
---|---|---|---|---|---|---|
WT | 598,364 | 4.29 | 774,772 | 5.56 | 1,114,406 | 7.99 |