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1.7 KiB
Vendored
1.7 KiB
Vendored
title, description
| title | description |
|---|---|
| var | OpenBB Terminal Function |
var
Provides value at risk (short: VaR) of the selected portfolio.
Usage
var [-m] [-a] [-s] [-p PERCENTILE]
Parameters
| Name | Description | Default | Optional | Choices |
|---|---|---|---|---|
| use_mean | If one should use the mean of the portfolio return | True | True | None |
| adjusted | If the VaR should be adjusted for skew and kurtosis (Cornish-Fisher-Expansion) | False | True | None |
| student_t | If one should use the student-t distribution | False | True | None |
| percentile | Percentile used for VaR calculations, for example input 99.9 equals a 99.9 Percent VaR | 99.9 | True | None |
Examples
2022 Feb 25, 03:09 (🦋) /portfolio/ $ var
Portfolio Value at Risk
┏━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━━━━┓
┃ ┃ VaR: ┃ Historical VaR: ┃
┡━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━━━━┩
│ 90.0% │ -0.0148 │ -0.0135 │
├───────┼─────────┼─────────────────┤
│ 95.0% │ -0.0189 │ -0.0197 │
├───────┼─────────┼─────────────────┤
│ 99.0% │ -0.0267 │ -0.0258 │
├───────┼─────────┼─────────────────┤
│ 99.9% │ -0.0353 │ -0.0276 │
└───────┴─────────┴─────────────────┘