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* Update generate_terminal_markdown.py * updates * update workflows * Automated Change * tests * tests * Automated Change * Update test_generate_docs.py * Automated Change * updates * Automated Change * Update gen-docs.yml * Update test.yml * Automated Change * Update test.yml * Automated Change * Update generate_sdk_markdown.py * Automated Change * test * Automated Change * testtt23 * Automated Change * Update generate_sdk_markdown.py * Automated Change * Automated Change * added empting reference folders before autogen docs * updates * Automated Change * update tests gitactions * Automated Change * up * Automated Change * Automated Change * update pytest * Automated Change * tests * Automated Change * examples update * Automated Change * Update generate_sdk_markdown.py * Automated Change * Update test.yml * Update generate_sdk_markdown.py * strip * Automated Change * Workflow : check test update * Automated Change * Automated Change * Automated Change * Update test.yml * Automated Change * Update test.yml * Automated Change * Automated Change * up * Automated Change * Update generate_sdk_markdown.py * Automated Change * update workflows * fix guides * testing * Update gh-pages.yml * Update gh-pages.yml Co-authored-by: tehcoderer <tehcoderer@users.noreply.github.com> Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com> Co-authored-by: Chavithra PARANA <chavithra@gmail.com> Co-authored-by: Chavithra <Chavithra@users.noreply.github.com> Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com> Co-authored-by: jose-donato <jose-donato@users.noreply.github.com>
48 lines
1.7 KiB
Markdown
Vendored
48 lines
1.7 KiB
Markdown
Vendored
---
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title: var
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description: OpenBB Terminal Function
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---
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# var
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Provides value at risk (short: VaR) of the selected portfolio.
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### Usage
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```python
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var [-m] [-a] [-s] [-p PERCENTILE]
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```
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---
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## Parameters
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| Name | Description | Default | Optional | Choices |
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| ---- | ----------- | ------- | -------- | ------- |
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| use_mean | If one should use the mean of the portfolio return | True | True | None |
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| adjusted | If the VaR should be adjusted for skew and kurtosis (Cornish-Fisher-Expansion) | False | True | None |
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| student_t | If one should use the student-t distribution | False | True | None |
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| percentile | Percentile used for VaR calculations, for example input 99.9 equals a 99.9 Percent VaR | 99.9 | True | None |
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---
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## Examples
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```python
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2022 Feb 25, 03:09 (🦋) /portfolio/ $ var
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Portfolio Value at Risk
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┏━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━━━━┓
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┃ ┃ VaR: ┃ Historical VaR: ┃
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┡━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━━━━┩
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│ 90.0% │ -0.0148 │ -0.0135 │
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├───────┼─────────┼─────────────────┤
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│ 95.0% │ -0.0189 │ -0.0197 │
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├───────┼─────────┼─────────────────┤
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│ 99.0% │ -0.0267 │ -0.0258 │
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├───────┼─────────┼─────────────────┤
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│ 99.9% │ -0.0353 │ -0.0276 │
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└───────┴─────────┴─────────────────┘
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```
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---
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