Price History: NG00-USA

Date Last Settlement Price

01/18/23 3.10 3.25
01/17/23 3.30 3.25 VaR de 250
01/13/23 3.23 3.20 VaR de 60
01/12/23 3.35 3.36
01/11/23 3.38 3.35
01/10/23 3.26 3.31
01/09/23 3.54 3.56
01/06/23 3.45 3.39
01/05/23 3.47 3.43
01/04/23 3.77 3.78
01/03/23 3.67 3.64
12/30/22 4.08 4.10
12/29/22 4.13 4.12
12/28/22 4.78 4.71
12/27/22 5.21 5.28
12/23/22 5.13 5.08
12/22/22 5.06 5.00
12/21/22 5.48 5.33
12/20/22 5.36 5.33
12/19/22 5.84 5.85
12/16/22 6.61 6.60
12/15/22 6.87 6.97
12/14/22 6.36 6.43
12/13/22 6.97 6.94
12/12/22 6.52 6.59
12/09/22 6.31 6.25
12/08/22 5.93 5.96
12/07/22 5.81 5.72
12/06/22 5.37 5.47
12/05/22 5.62 5.58
12/02/22 6.22 6.28
12/01/22 6.83 6.74
11/30/22 6.97 6.93
11/29/22 7.27 7.24
11/28/22 7.33 7.20
11/25/22 7.22 7.33
11/23/22 7.76 7.71
11/22/22 7.54 7.41
11/21/22 7.16 7.22
11/18/22 6.79 6.72
11/17/22 6.78 6.74
11/16/22 6.61 6.61
11/15/22 6.51 6.40
11/14/22 6.43 6.30
11/11/22 6.31 6.26
11/10/22 6.53 6.61
11/09/22 6.32 6.23
11/08/22 6.60 6.52
11/07/22 7.05 7.24
11/04/22 6.83 6.75
11/03/22 6.29 6.33
11/02/22 6.52 6.59
11/01/22 6.18 6.08
10/31/22 6.56 6.61
10/28/22 6.06 5.95
10/27/22 5.44 5.19
10/26/22 5.74 5.61
10/25/22 5.73 5.61
10/24/22 5.17 5.20
10/21/22 4.99 4.96
10/20/22 5.32 5.36
10/19/22 5.44 5.46
10/18/22 5.69 5.75
10/17/22 5.99 6.00
10/14/22 6.48 6.45
10/13/22 6.69 6.74
10/12/22 6.44 6.44
10/11/22 6.59 6.60
10/10/22 6.52 6.44
10/07/22 6.61 6.75
10/06/22 6.87 6.97
10/05/22 6.93 6.93
10/04/22 6.83 6.84
10/03/22 6.51 6.47
09/30/22 6.83 6.77
09/29/22 6.89 6.87
09/28/22 7.02 6.96
09/27/22 6.77 6.76
09/26/22 7.04 7.01
09/23/22 7.01 6.99
09/22/22 7.29 7.19
09/21/22 7.79 7.83
09/20/22 7.80 7.77
09/19/22 7.92 7.80
09/16/22 7.86 7.81
09/15/22 8.34 8.37
09/14/22 9.14 9.17
09/13/22 8.44 8.33
09/12/22 8.43 8.29
09/09/22 8.09 8.04
09/08/22 8.02 7.97
09/07/22 7.91 7.90
09/06/22 8.10 8.21
09/02/22 8.96 8.85
09/01/22 9.24 9.33
08/31/22 9.21 9.19
08/30/22 9.13 9.10
08/29/22 9.37 9.35
08/26/22 9.32 9.30
08/25/22 9.36 9.38
08/24/22 9.24 9.33
08/23/22 9.25 9.19
08/22/22 9.76 9.68
08/19/22 9.28 9.34
08/18/22 9.19 9.19
08/17/22 9.18 9.24
08/16/22 9.35 9.33
08/15/22 8.81 8.73
08/12/22 8.78 8.77
08/11/22 8.71 8.87
08/10/22 8.23 8.20
08/09/22 7.84 7.83
08/08/22 7.66 7.59
08/05/22 8.01 8.06
08/04/22 8.14 8.12
08/03/22 8.30 8.27
08/02/22 7.69 7.71
08/01/22 8.21 8.28
07/29/22 8.29 8.23
07/28/22 8.16 8.13
07/27/22 8.58 8.55
07/26/22 8.71 8.83
07/25/22 8.64 8.57
07/22/22 8.18 8.20
07/21/22 7.76 7.82
07/20/22 7.75 7.90
07/19/22 7.19 7.15
07/18/22 7.34 7.38
07/15/22 7.04 6.93
07/14/22 6.57 6.51
07/13/22 6.49 6.59
07/12/22 6.13 6.02
07/11/22 6.42 6.32
07/08/22 6.00 5.97
07/07/22 6.16 6.26
07/06/22 5.53 5.48
07/05/22 5.42 5.49
07/01/22 5.60 5.71
06/30/22 5.49 5.39
06/29/22 6.41 6.49
06/28/22 6.51 6.55
06/27/22 6.39 6.50
06/24/22 6.18 6.22
06/23/22 6.21 6.24
06/22/22 6.83 6.86
06/21/22 6.83 6.81
06/17/22 7.01 6.94
06/16/22 7.43 7.46
06/15/22 7.54 7.42
06/14/22 7.26 7.19
06/13/22 8.67 8.61
06/10/22 8.76 8.85
06/09/22 9.00 8.96
06/08/22 8.61 8.70
06/07/22 9.34 9.29
06/06/22 9.33 9.32
06/03/22 8.54 8.52
06/02/22 8.42 8.49
06/01/22 8.77 8.70
05/31/22 8.28 8.15
05/27/22 8.71 8.73
05/26/22 8.83 8.90
05/25/22 8.99 8.99
05/24/22 8.88 8.84
05/23/22 8.82 8.83
05/20/22 8.15 8.18
05/19/22 8.20 8.40
05/18/22 8.35 8.46
05/17/22 8.40 8.39
05/16/22 8.07 8.05
05/13/22 7.72 7.77
05/12/22 7.75 7.84
05/11/22 7.74 7.73
05/10/22 7.39 7.47
05/09/22 7.12 7.11
05/06/22 8.04 8.13
05/05/22 8.86 8.84
05/04/22 8.42 8.47
05/03/22 7.90 8.03
05/02/22 7.63 7.57
04/29/22 7.37 7.36
04/28/22 7.05 6.99
04/27/22 7.08 7.27
04/26/22 6.84 6.85
04/25/22 6.82 6.67
04/22/22 6.47 6.53
04/21/22 6.93 6.96
04/20/22 6.83 6.94
04/19/22 7.26 7.18
04/18/22 7.77 7.82
04/14/22 7.32 7.30
04/13/22 7.04 7.00
04/12/22 6.69 6.68
04/11/22 6.70 6.64
04/08/22 6.32 6.28
04/07/22 6.39 6.36
04/06/22 6.09 6.03
04/05/22 6.09 6.03
04/04/22 5.78 5.71
04/01/22 5.72 5.72
03/31/22 5.63 5.64
03/30/22 5.57 5.61
03/29/22 5.33 5.33
03/28/22 5.48 5.54
03/25/22 5.58 5.61
03/24/22 5.46 5.45
03/23/22 5.17 5.27
03/22/22 5.18 5.23
03/21/22 4.98 4.93
03/18/22 4.94 4.90
03/17/22 4.96 5.02
03/16/22 4.79 4.78
03/15/22 4.67 4.62
03/14/22 4.71 4.70
03/11/22 4.81 4.77
03/10/22 4.69 4.67
03/09/22 4.56 4.56
03/08/22 4.62 4.56
03/07/22 4.83 4.86
03/04/22 4.93 5.04
03/03/22 4.75 4.74
03/02/22 4.81 4.79
03/01/22 4.61 4.60
02/28/22 4.42 4.42
02/25/22 4.50 4.49
02/24/22 4.67 4.57
02/23/22 4.59 4.62
02/22/22 4.50 4.50
02/18/22 4.45 4.43
02/17/22 4.51 4.49
02/16/22 4.63 4.72
02/15/22 4.39 4.31
02/14/22 4.18 4.20
02/11/22 4.00 3.94
02/10/22 3.94 3.96
02/09/22 4.03 4.01
02/08/22 4.21 4.25
02/07/22 4.28 4.23
02/04/22 4.56 4.57
02/03/22 4.93 4.89
02/02/22 5.41 5.50
02/01/22 4.88 4.75
01/31/22 4.91 4.87
01/28/22 4.69 4.64
01/27/22 4.34 4.28
01/26/22 4.00 4.04
01/25/22 3.88 3.89
01/24/22 3.82 3.88
01/21/22 3.75 3.78
01/20/22 3.68 3.65
01/19/22 3.84 3.85
01/18/22 4.08 4.05
01/14/22 4.04 4.08
01/13/22 4.01 4.01
01/12/22 4.28 4.33
01/11/22 3.93 3.97
01/10/22 3.86 3.83
01/07/22 3.74 3.73
01/06/22 3.70 3.67
01/05/22 3.68 3.71
01/04/22 3.62 3.58
01/03/22 3.67 3.68
12/31/21 3.59 3.56
12/30/21 3.47 3.44
12/29/21 3.99 4.02
12/28/21 4.07 4.06
12/27/21 4.05 4.06
12/23/21 3.73 3.73
12/22/21 3.97 3.98
12/21/21 3.87 3.87
12/20/21 3.84 3.83
12/17/21 3.67 3.69
12/16/21 3.78 3.77
12/15/21 3.82 3.80
12/14/21 3.79 3.75
12/13/21 3.83 3.79
12/10/21 3.89 3.93
12/09/21 3.79 3.81
12/08/21 3.82 3.82
12/07/21 3.73 3.71
12/06/21 3.68 3.66
12/03/21 4.09 4.13
12/02/21 4.11 4.06
12/01/21 4.27 4.26
11/30/21 4.61 4.57
11/29/21 4.88 4.85
11/26/21 5.50 5.48
11/24/21 5.08 5.11
11/23/21 5.07 5.04
11/22/21 4.86 4.86
11/19/21 5.16 5.15
11/18/21 5.00 5.00
11/17/21 4.99 4.91
11/16/21 5.25 5.27
11/15/21 5.14 5.10
11/12/21 4.88 4.88
11/11/21 5.22 5.25
11/10/21 5.01 4.97
11/09/21 5.06 5.07
11/08/21 5.49 5.51
11/05/21 5.73 5.63
11/04/21 5.77 5.83
11/03/21 5.96 5.78
11/02/21 5.64 5.64
11/01/21 5.33 5.31
10/29/21 5.66 5.53
10/28/21 5.82 5.87
10/27/21 6.22 6.20
10/26/21 5.83 5.88
10/25/21 5.97 5.90
10/22/21 5.31 5.28
10/21/21 5.20 5.12
10/20/21 5.16 5.17
10/19/21 5.06 5.09
10/18/21 4.98 4.99
10/15/21 5.42 5.41
10/14/21 5.65 5.69
10/13/21 5.68 5.59
10/12/21 5.46 5.51
10/11/21 5.40 5.35
10/08/21 5.61 5.57
10/07/21 5.76 5.68
10/06/21 5.71 5.68
10/05/21 6.33 6.31
10/04/21 5.82 5.77
10/01/21 5.55 5.62
09/30/21 5.97 5.87
09/29/21 5.46 5.48
09/28/21 5.85 5.88
09/27/21 5.86 5.73
09/24/21 5.24 5.20
09/23/21 5.03 4.98
09/22/21 4.76 4.81
09/21/21 4.80 4.81
09/20/21 4.96 4.99
09/17/21 5.05 5.11
09/16/21 5.27 5.34
09/15/21 5.40 5.46
09/14/21 5.28 5.26
09/13/21 5.19 5.23
09/10/21 4.96 4.94
09/09/21 5.00 5.03
09/08/21 4.92 4.91
09/07/21 4.60 4.57
09/03/21 4.70 4.71
09/02/21 4.63 4.64
09/01/21 4.64 4.62
08/31/21 4.41 4.38
08/30/21 4.32 4.31
08/27/21 4.41 4.39
08/26/21 4.25 4.21
08/25/21 3.95 3.93
08/24/21 3.92 3.92
08/23/21 3.93 3.95
08/20/21 3.84 3.85
08/19/21 3.86 3.83
08/18/21 3.82 3.85
08/17/21 3.83 3.84
08/16/21 3.94 3.95
08/13/21 3.85 3.86
08/12/21 3.91 3.93
08/11/21 4.06 4.06
08/10/21 4.11 4.09
08/09/21 4.04 4.06
08/06/21 4.13 4.14
08/05/21 4.16 4.14
08/04/21 4.15 4.16
08/03/21 4.06 4.03
08/02/21 3.96 3.94
07/30/21 3.91 3.91
07/29/21 4.06 4.06
07/28/21 3.94 3.97
07/27/21 3.92 3.94
07/26/21 4.08 4.08
07/23/21 4.05 4.06
07/22/21 4.00 4.00
07/21/21 3.92 3.96
07/20/21 3.93 3.88
07/19/21 3.77 3.78
07/16/21 3.68 3.67
07/15/21 3.62 3.61
07/14/21 3.67 3.66
07/13/21 3.69 3.70
07/12/21 3.75 3.75
07/09/21 3.68 3.67
07/08/21 3.69 3.69
07/07/21 3.58 3.60
07/06/21 3.67 3.64
07/02/21 3.70 3.70
07/01/21 3.66 3.66
06/30/21 3.74 3.65
06/29/21 3.66 3.63
06/28/21 3.59 3.59
06/25/21 3.54 3.52
06/24/21 3.44 3.44
06/23/21 3.32 3.33
06/22/21 3.26 3.26
06/21/21 3.20 3.19
06/18/21 3.23 3.22
06/17/21 3.21 3.25
06/16/21 3.25 3.25
06/15/21 3.23 3.24
06/14/21 3.35 3.35
06/11/21 3.28 3.30
06/10/21 3.15 3.15
06/09/21 3.16 3.13
06/08/21 3.13 3.13
06/07/21 3.09 3.07
06/04/21 3.10 3.10
06/03/21 3.07 3.04
06/02/21 3.07 3.08
06/01/21 3.10 3.10
05/28/21 3.01 2.99
05/27/21 2.96 2.96
05/26/21 3.02 3.03
05/25/21 2.99 2.97
05/24/21 2.96 2.96
05/21/21 2.90 2.91
05/20/21 2.95 2.93
05/19/21 2.96 2.96
05/18/21 3.01 3.01
05/17/21 3.12 3.11
05/14/21 2.97 2.96
05/13/21 2.97 2.97
05/12/21 2.98 2.97
05/11/21 2.95 2.96
05/10/21 2.92 2.93
05/07/21 2.97 2.96
05/06/21 2.93 2.93
05/05/21 2.95 2.94
05/04/21 2.98 2.97
05/03/21 2.96 2.97
04/30/21 2.94 2.93
04/29/21 2.91 2.91
04/28/21 2.95 2.96
04/27/21 2.94 2.94
04/26/21 2.87 2.87
04/23/21 2.72 2.73
04/22/21 2.75 2.75
04/21/21 2.70 2.69
04/20/21 2.72 2.73
04/19/21 2.74 2.75
04/16/21 2.69 2.68
04/15/21 2.66 2.66
04/14/21 2.62 2.62
04/13/21 2.62 2.62
04/12/21 2.56 2.56
04/09/21 2.52 2.53
04/08/21 2.52 2.52
04/07/21 2.51 2.52
04/06/21 2.46 2.46
04/05/21 2.52 2.51
04/01/21 2.63 2.64
03/31/21 2.60 2.61
03/30/21 2.62 2.62
03/29/21 2.64 2.65
03/26/21 2.62 2.62
03/25/21 2.62 2.62
03/24/21 2.56 2.57
03/23/21 2.56 2.55
03/22/21 2.61 2.62
03/19/21 2.58 2.57
03/18/21 2.52 2.51
03/17/21 2.55 2.56
03/16/21 2.60 2.60
03/15/21 2.54 2.52
03/12/21 2.64 2.64
03/11/21 2.71 2.70
03/10/21 2.73 2.73
03/09/21 2.68 2.70
03/08/21 2.70 2.70
03/05/21 2.73 2.74
03/04/21 2.78 2.78
03/03/21 2.84 2.85
03/02/21 2.88 2.88
03/01/21 2.82 2.82
02/26/21 2.81 2.81
02/25/21 2.80 2.81
02/24/21 2.87 2.85
02/23/21 2.88 2.88
02/22/21 2.95 2.95
02/19/21 3.08 3.07
02/18/21 3.07 3.08
02/17/21 3.24 3.22
02/16/21 3.10 3.13
02/12/21 2.90 2.91
02/11/21 2.86 2.87
02/10/21 2.98 2.91
02/09/21 2.82 2.84
02/08/21 2.88 2.88
02/05/21 2.88 2.86
02/04/21 2.96 2.94
02/03/21 2.78 2.79
02/02/21 2.82 2.85
02/01/21 2.83 2.85
01/29/21 2.56 2.56
01/28/21 2.68 2.66
01/27/21 2.68 2.70
01/26/21 2.63 2.64
01/25/21 2.60 2.60
01/22/21 2.46 2.46
01/21/21 2.50 2.50
01/20/21 2.53 2.53
01/19/21 2.53 2.53
01/15/21 2.71 2.70
01/14/21 2.63 2.63
01/13/21 2.70 2.69
01/12/21 2.68 2.71
01/11/21 2.74 2.70
01/08/21 2.66 2.66
01/07/21 2.64 2.69
01/06/21 2.68 2.68
01/05/21 2.66 2.67
01/04/21 2.58 2.56
12/31/20 2.54 2.53
12/30/20 2.44 2.42
12/29/20 2.44 2.47
12/28/20 2.33 2.31
12/24/20 2.54 2.52
12/23/20 2.61 2.61
12/22/20 2.77 2.78
12/21/20 2.70 2.71
12/18/20 2.71 2.70
12/17/20 2.65 2.64
12/16/20 2.68 2.68
12/15/20 2.67 2.68
12/14/20 2.67 2.68
12/11/20 2.60 2.59
12/10/20 2.57 2.55
12/09/20 2.43 2.44
12/08/20 2.44 2.40
12/07/20 2.43 2.41
12/04/20 2.55 2.58
12/03/20 2.51 2.51
12/02/20 2.76 2.78
12/01/20 2.88 2.88
11/30/20 2.93 2.88
11/27/20 2.85 2.84
11/25/20 2.95 2.96
11/24/20 2.89 2.90
11/23/20 2.81 2.82
11/20/20 2.78 2.77
11/19/20 2.73 2.72
11/18/20 2.85 2.84
11/17/20 2.84 2.84
11/16/20 2.85 2.86
11/13/20 3.10 3.12
11/12/20 3.07 3.09
11/11/20 3.15 3.15
11/10/20 3.07 3.07
11/09/20 3.00 3.00
11/06/20 3.04 3.03
11/05/20 3.08 3.08
11/04/20 3.19 3.18
11/03/20 3.19 3.20
11/02/20 3.36 3.38
10/30/20 3.50 3.47
10/29/20 3.43 3.42
10/28/20 3.04 3.00
10/27/20 3.03 3.02
10/26/20 3.03 3.02
10/23/20 2.94 2.97
10/22/20 2.98 3.01
10/21/20 3.03 3.02
10/20/20 2.90 2.91
10/19/20 2.83 2.80
10/16/20 2.69 2.77
10/15/20 2.78 2.78
10/14/20 2.65 2.64
10/13/20 2.76 2.86
10/12/20 2.84 2.88
10/09/20 2.76 2.74
10/08/20 2.63 2.63
10/07/20 2.59 2.61
10/06/20 2.51 2.52
10/05/20 2.63 2.62
10/02/20 2.44 2.44
10/01/20 2.48 2.53
09/30/20 2.55 2.53
09/29/20 2.50 2.56
09/28/20 2.77 2.80
09/25/20 2.80 2.81
09/24/20 2.86 2.90
09/23/20 2.82 2.79
09/22/20 1.85 1.83
09/21/20 1.88 1.84
09/18/20 2.06 2.05
09/17/20 1.99 2.04
09/16/20 2.25 2.27
09/15/20 2.36 2.36
09/14/20 2.30 2.31
09/11/20 2.25 2.27
09/10/20 2.31 2.32
09/09/20 2.39 2.41
09/08/20 2.36 2.40
09/04/20 2.58 2.59
09/03/20 2.48 2.49
09/02/20 2.49 2.49
09/01/20 2.52 2.53
08/31/20 2.63 2.63
08/28/20 2.65 2.66
08/27/20 2.70 2.71
08/26/20 2.53 2.57
08/25/20 2.58 2.60
08/24/20 2.51 2.51
08/21/20 2.44 2.45
08/20/20 2.36 2.35
08/19/20 2.43 2.43
08/18/20 2.41 2.42
08/17/20 2.34 2.34
08/14/20 2.35 2.36
08/13/20 2.19 2.18
08/12/20 2.15 2.15
08/11/20 2.15 2.17
08/10/20 2.17 2.15
08/07/20 2.26 2.24
08/06/20 2.16 2.17
08/05/20 2.21 2.19
08/04/20 2.18 2.19
08/03/20 2.10 2.10
07/31/20 1.82 1.80
07/30/20 1.84 1.83
07/29/20 1.92 1.93
07/28/20 1.86 1.86
07/27/20 1.79 1.79
07/24/20 1.86 1.87
07/23/20 1.78 1.79
07/22/20 1.69 1.68
07/21/20 1.67 1.68
07/20/20 1.64 1.64
07/17/20 1.71 1.72
07/16/20 1.73 1.72
07/15/20 1.78 1.78
07/14/20 1.74 1.75
07/13/20 1.73 1.74
07/10/20 1.82 1.81
07/09/20 1.77 1.78
07/08/20 1.82 1.82
07/07/20 1.88 1.88
07/06/20 1.83 1.83
07/02/20 1.73 1.73
07/01/20 1.70 1.67
06/30/20 1.76 1.75
06/29/20 1.69 1.71
06/26/20 1.55 1.54
06/25/20 1.53 1.55
06/24/20 1.66 1.66
06/23/20 1.69 1.69
06/22/20 1.66 1.66
06/19/20 1.67 1.67
06/18/20 1.64 1.64
06/17/20 1.64 1.64
06/16/20 1.61 1.61
06/15/20 1.67 1.67
06/12/20 1.75 1.73
06/11/20 1.82 1.81
06/10/20 1.79 1.78
06/09/20 1.76 1.77
06/08/20 1.81 1.79
06/05/20 1.80 1.78
06/04/20 1.82 1.82
06/03/20 1.81 1.82
06/02/20 1.77 1.78
06/01/20 1.78 1.77
05/29/20 1.84 1.85
05/28/20 1.82 1.83
05/27/20 1.88 1.89
05/26/20 1.93 1.95
05/22/20 1.89 1.88
05/21/20 1.72 1.71
05/20/20 1.78 1.77
05/19/20 1.80 1.83
05/18/20 1.77 1.78
05/15/20 1.64 1.65
05/14/20 1.67 1.68
05/13/20 1.64 1.62
05/12/20 1.70 1.72
05/11/20 1.85 1.83
05/08/20 1.83 1.82
05/07/20 1.90 1.89
05/06/20 1.95 1.94
05/05/20 2.08 2.13
05/04/20 1.99 1.99
05/01/20 1.88 1.89
04/30/20 1.94 1.95
04/29/20 1.88 1.87
04/28/20 1.95 1.95
04/27/20 1.92 1.92
04/24/20 1.87 1.90
04/23/20 1.95 1.94
04/22/20 1.91 1.94
04/21/20 1.83 1.82
04/20/20 1.94 1.92
04/17/20 1.76 1.75
04/16/20 1.69 1.69
04/15/20 1.59 1.60
04/14/20 1.63 1.65
04/13/20 1.73 1.72
04/09/20 1.75 1.73
04/08/20 1.79 1.78
04/07/20 1.91 1.85
04/06/20 1.75 1.73
04/03/20 1.66 1.62
04/02/20 1.55 1.55
04/01/20 1.59 1.59
03/31/20 1.64 1.64
03/30/20 1.70 1.69
03/27/20 1.67 1.67
03/26/20 1.70 1.69
03/25/20 1.72 1.71
03/24/20 1.68 1.65
03/23/20 1.59 1.60
03/20/20 1.58 1.60
03/19/20 1.65 1.65
03/18/20 1.64 1.60
03/17/20 1.72 1.73
03/16/20 1.80 1.82
03/13/20 1.88 1.87
03/12/20 1.82 1.84
03/11/20 1.88 1.88
03/10/20 1.92 1.94
03/09/20 1.82 1.78
03/06/20 1.73 1.71
03/05/20 1.76 1.77
03/04/20 1.84 1.83
03/03/20 1.81 1.80
03/02/20 1.76 1.76
02/28/20 1.68 1.68
02/27/20 1.74 1.75
02/26/20 1.82 1.84
02/25/20 1.84 1.85
02/24/20 1.85 1.84
02/21/20 1.91 1.91
02/20/20 1.92 1.92
02/19/20 1.97 1.96
02/18/20 1.97 1.98
02/14/20 1.85 1.84
02/13/20 1.83 1.83
02/12/20 1.85 1.84
02/11/20 1.79 1.79
02/10/20 1.77 1.77
02/07/20 1.85 1.86
02/06/20 1.87 1.86
02/05/20 1.87 1.86
02/04/20 1.88 1.87
02/03/20 1.82 1.82
01/31/20 1.84 1.84
01/30/20 1.83 1.83
01/29/20 1.88 1.87
01/28/20 1.91 1.91
01/27/20 1.87 1.88
01/24/20 1.87 1.87
01/23/20 1.94 1.93
01/22/20 1.91 1.91
01/21/20 1.91 1.90
01/17/20 2.00 2.00
Date Last
01/17/20 2.00
01/21/20 1.91 -4.7429%
01/22/20 1.91 0.2621%
01/23/20 1.94 1.3068%
01/24/20 1.87 -3.6120%
01/27/20 1.87 0.3212%
01/28/20 1.91 1.9744%
01/29/20 1.88 -1.4652%
01/30/20 1.83 -2.7084%
01/31/20 1.84 0.6004%
02/03/20 1.82 -1.0852%
02/04/20 1.88 2.8524%
02/05/20 1.87 -0.4267%
02/06/20 1.87 -0.1071%
02/07/20 1.85 -0.8043%
02/10/20 1.77 -4.3784%
02/11/20 1.79 1.2436%
02/12/20 1.85 3.2942%
02/13/20 1.83 -1.1351%
02/14/20 1.85 1.1482%
02/18/20 1.97 6.4324%
02/19/20 1.97 -0.1016%
02/20/20 1.92 -2.5928%
02/21/20 1.91 -0.5219%
02/24/20 1.85 -2.7807%
02/25/20 1.84 -0.5936%
02/26/20 1.82 -1.0315%
02/27/20 1.74 -4.6626%
02/28/20 1.68 -3.3947%
03/02/20 1.76 4.6456%
03/03/20 1.81 2.7888%
03/04/20 1.84 1.6058%
03/05/20 1.76 -4.2507%
03/06/20 1.73 -1.4798%
03/09/20 1.82 5.0838%
03/10/20 1.92 5.7724%
03/11/20 1.88 -2.1830%
03/12/20 1.82 -3.3475%
03/13/20 1.88 3.5184%
03/16/20 1.80 -4.1954%
03/17/20 1.72 -4.6563%
03/18/20 1.64 -4.9419%
03/19/20 1.65 0.9174%
03/20/20 1.58 -4.4242%
03/23/20 1.59 0.5707%
03/24/20 1.68 5.8008%
03/25/20 1.72 2.6818%
03/26/20 1.70 -1.6251%
03/27/20 1.67 -1.5339%
03/30/20 1.70 1.9772%
03/31/20 1.64 -3.4665%
04/01/20 1.59 -3.2258%
04/02/20 1.55 -2.4528%
04/03/20 1.66 6.9632%
04/06/20 1.75 5.4250%
04/07/20 1.91 9.0909%
04/08/20 1.79 -6.0273%
04/09/20 1.75 -2.5655%
04/13/20 1.73 -1.1448%
04/14/20 1.63 -5.4430%
04/15/20 1.59 -2.5720%
04/16/20 1.69 6.0339%
04/17/20 1.76 4.3865%
04/20/20 1.94 10.0511%
04/21/20 1.83 -5.6760%
04/22/20 1.91 4.4858%
04/23/20 1.95 2.1466%
04/24/20 1.87 -3.9467%
04/27/20 1.92 2.6147%
04/28/20 1.95 1.6121%
04/29/20 1.88 -3.8895%
04/30/20 1.94 3.1949%
05/01/20 1.88 -2.8896%
05/04/20 1.99 5.6323%
05/05/20 2.08 4.7284%
05/06/20 1.95 -6.4361%
05/07/20 1.90 -2.4641%
05/08/20 1.83 -3.9474%
05/11/20 1.85 1.3151%
05/12/20 1.70 -8.0584%
05/13/20 1.64 -3.3529%
05/14/20 1.67 1.8868%
05/15/20 1.64 -2.2700%
05/18/20 1.77 7.9462%
05/19/20 1.80 1.7554%
05/20/20 1.78 -0.8904%
05/21/20 1.72 -3.4250%
05/22/20 1.89 10.0581%
05/26/20 1.93 2.0602%
05/27/20 1.88 -2.8468%
05/28/20 1.82 -2.8769%
05/29/20 1.84 0.9325%
06/01/20 1.78 -3.2065%
06/02/20 1.77 -0.4492%
06/03/20 1.81 2.0869%
06/04/20 1.82 0.6077%
06/05/20 1.80 -1.1532%
06/08/20 1.81 0.4444%
06/09/20 1.76 -2.5442%
06/10/20 1.79 1.6459%
06/11/20 1.82 1.3959%
06/12/20 1.75 -3.9097%
06/15/20 1.67 -4.1261%
06/16/20 1.61 -3.5266%
06/17/20 1.64 1.4870%
06/18/20 1.64 0.0000%
06/19/20 1.67 1.8315%
06/22/20 1.66 -0.4796%
06/23/20 1.69 1.6867%
06/24/20 1.66 -1.5403%
06/25/20 1.53 -8.2431%
06/26/20 1.55 1.5082%
06/29/20 1.69 9.3023%
06/30/20 1.76 3.9007%
07/01/20 1.70 -3.5836%
07/02/20 1.73 1.8289%
07/06/20 1.83 6.0255%
07/07/20 1.88 2.7322%
07/08/20 1.82 -3.2447%
07/09/20 1.77 -2.5289%
07/10/20 1.82 2.5945%
07/13/20 1.73 -4.8928%
07/14/20 1.74 0.7514%
07/15/20 1.78 2.3523%
07/16/20 1.73 -3.1390%
07/17/20 1.71 -1.2153%
07/20/20 1.64 -3.8079%
07/21/20 1.67 1.7052%
07/22/20 1.69 1.4371%
07/23/20 1.78 5.0767%
07/24/20 1.86 4.3820%
07/27/20 1.79 -3.9290%
07/28/20 1.86 4.2577%
07/29/20 1.92 2.9017%
07/30/20 1.84 -4.0731%
07/31/20 1.82 -1.1432%
08/03/20 2.10 15.5286%
08/04/20 2.18 3.8132%
08/05/20 2.21 1.3315%
08/06/20 2.16 -2.3108%
08/07/20 2.26 4.5918%
08/10/20 2.17 -3.9468%
08/11/20 2.15 -0.6464%
08/12/20 2.15 -0.0465%
08/13/20 2.19 1.9061%
08/14/20 2.35 6.9799%
08/17/20 2.34 -0.2132%
08/18/20 2.41 3.0342%
08/19/20 2.43 0.7881%
08/20/20 2.36 -3.0864%
08/21/20 2.44 3.6518%
08/24/20 2.51 2.9496%
08/25/20 2.58 2.6263%
08/26/20 2.53 -1.9775%
08/27/20 2.70 6.9225%
08/28/20 2.65 -1.8128%
08/31/20 2.63 -0.9420%
09/01/20 2.52 -4.2602%
09/02/20 2.49 -1.2714%
09/03/20 2.48 -0.1610%
09/04/20 2.58 3.9500%
09/08/20 2.36 -8.3753%
09/09/20 2.39 1.2696%
09/10/20 2.31 -3.3431%
09/11/20 2.25 -2.7237%
09/14/20 2.30 2.3556%
09/15/20 2.36 2.3448%
09/16/20 2.25 -4.4124%
09/17/20 1.99 -11.6289%
09/18/20 2.06 3.3149%
09/21/20 1.88 -8.6048%
09/22/20 1.85 -1.8617%
09/23/20 2.82 53.0081%
09/24/20 2.86 1.4169%
09/25/20 2.80 -2.0608%
09/28/20 2.77 -1.2839%
09/29/20 2.50 -9.7543%
09/30/20 2.55 1.8815%
10/01/20 2.48 -2.4754%
10/02/20 2.44 -1.7325%
10/05/20 2.63 7.8721%
10/06/20 2.51 -4.5230%
10/07/20 2.59 3.2643%
10/08/20 2.63 1.4649%
10/09/20 2.76 4.9772%
10/12/20 2.84 2.6059%
10/13/20 2.76 -2.5044%
10/14/20 2.65 -4.1606%
10/15/20 2.78 4.9830%
10/16/20 2.69 -3.3801%
10/19/20 2.83 5.3964%
10/20/20 2.90 2.4011%
10/21/20 3.03 4.5172%
10/22/20 2.98 -1.6166%
10/23/20 2.94 -1.4085%
10/26/20 3.03 2.9592%
10/27/20 3.03 0.0991%
10/28/20 3.04 0.3300%
10/29/20 3.43 12.8618%
10/30/20 3.50 2.0111%
11/02/20 3.36 -3.8857%
11/03/20 3.19 -5.0832%
11/04/20 3.19 -0.0313%
11/05/20 3.08 -3.5088%
11/06/20 3.04 -1.4610%
11/09/20 3.00 -1.1203%
11/10/20 3.07 2.3659%
11/11/20 3.15 2.3763%
11/12/20 3.07 -2.2893%
11/13/20 3.10 0.8786%
11/16/20 2.85 -8.2258%
11/17/20 2.84 -0.1757%
11/18/20 2.85 0.1761%
11/19/20 2.73 -4.1828%
11/20/20 2.78 2.0543%
11/23/20 2.81 1.1503%
11/24/20 2.89 2.8429%
11/25/20 2.95 1.7623%
11/27/20 2.85 -3.1919%
11/30/20 2.93 2.9113%
12/01/20 2.88 -1.9768%
12/02/20 2.76 -4.1725%
12/03/20 2.51 -8.8534%
12/04/20 2.55 1.6322%
12/07/20 2.43 -4.9745%
12/08/20 2.44 0.7420%
12/09/20 2.43 -0.7774%
12/10/20 2.57 6.1031%
12/11/20 2.60 0.8550%
12/14/20 2.67 2.7746%
12/15/20 2.67 0.0375%
12/16/20 2.68 0.4873%
12/17/20 2.65 -1.0444%
12/18/20 2.71 2.0354%
12/21/20 2.70 -0.2955%
12/22/20 2.77 2.5936%
12/23/20 2.61 -5.8866%
12/24/20 2.54 -2.4559%
12/28/20 2.33 -8.1825%
12/29/20 2.44 4.6701%
12/30/20 2.44 -0.3275%
12/31/20 2.54 4.1478%
01/04/21 2.58 1.5773%
01/05/21 2.66 3.2220%
01/06/21 2.68 0.9402%
01/07/21 2.64 -1.4903%
01/08/21 2.66 0.4160%
01/11/21 2.74 3.0508%
01/12/21 2.68 -1.9006%
01/13/21 2.70 0.6706%
01/14/21 2.63 -2.7017%
01/15/21 2.71 3.0049%
01/19/21 2.53 -6.7208%
01/20/21 2.53 0.0396%
01/21/21 2.50 -1.2663%
01/22/21 2.46 -1.4429%
01/25/21 2.60 5.6120%
01/26/21 2.63 1.2322%
01/27/21 2.68 1.7878%
01/28/21 2.68 0.1121%
01/29/21 2.56 -4.5539%
02/01/21 2.83 10.5984%
02/02/21 2.82 -0.2122%
02/03/21 2.78 -1.4174%
02/04/21 2.96 6.4342%
02/05/21 2.88 -2.6680%
02/08/21 2.88 0.0347%
02/09/21 2.82 -2.2546%
02/10/21 2.98 5.6423%
02/11/21 2.86 -3.7958%
02/12/21 2.90 1.1522%
02/16/21 3.10 6.9727%
02/17/21 3.24 4.4853%
02/18/21 3.07 -5.3428%
02/19/21 3.08 0.5546%
02/22/21 2.95 -4.3478%
02/23/21 2.88 -2.4084%
02/24/21 2.87 -0.3823%
02/25/21 2.80 -2.3029%
02/26/21 2.81 0.3929%
03/01/21 2.82 0.3913%
03/02/21 2.88 2.1616%
03/03/21 2.84 -1.5956%
03/04/21 2.78 -2.0797%
03/05/21 2.73 -1.5839%
03/08/21 2.70 -1.3899%
03/09/21 2.68 -0.4451%
03/10/21 2.73 1.5648%
03/11/21 2.71 -0.6603%
03/12/21 2.64 -2.6588%
03/15/21 2.54 -3.7178%
03/16/21 2.60 2.3247%
03/17/21 2.55 -1.8098%
03/18/21 2.52 -1.2549%
03/19/21 2.58 2.3828%
03/22/21 2.61 1.3189%
03/23/21 2.56 -2.0674%
03/24/21 2.56 0.1564%
03/25/21 2.62 2.1858%
03/26/21 2.62 0.2292%
03/29/21 2.64 0.6479%
03/30/21 2.62 -0.7573%
03/31/21 2.60 -0.6486%
04/01/21 2.63 0.8449%
04/05/21 2.52 -4.0366%
04/06/21 2.46 -2.3016%
04/07/21 2.51 1.9090%
04/08/21 2.52 0.3986%
04/09/21 2.52 0.0794%
04/12/21 2.56 1.3883%
04/13/21 2.62 2.6604%
04/14/21 2.62 -0.2668%
04/15/21 2.66 1.7577%
04/16/21 2.69 0.9388%
04/19/21 2.74 1.8601%
04/20/21 2.72 -0.5113%
04/21/21 2.70 -0.9912%
 04/22/21 2.75 1.8910%
04/23/21 2.72 -1.0189%
04/26/21 2.87 5.6618%
04/27/21 2.94 2.1921%
04/28/21 2.95 0.4426%
04/29/21 2.91 -1.5254%
04/30/21 2.94 1.2392%
05/03/21 2.96 0.5780%
05/04/21 2.98 0.7099%
05/05/21 2.95 -1.1078%
05/06/21 2.93 -0.5092%
05/07/21 2.97 1.3306%
05/10/21 2.92 -1.6162%
05/11/21 2.95 0.9582%
05/12/21 2.98 1.0508%
05/13/21 2.97 -0.2684%
05/14/21 2.97 0.0336%
05/17/21 3.12 4.9092%
05/18/21 3.01 -3.5577%
05/19/21 2.96 -1.5620%
05/20/21 2.95 -0.4727%
05/21/21 2.90 -1.5604%
05/24/21 2.96 1.9986%
05/25/21 2.99 1.0473%
05/26/21 3.02 1.0364%
05/27/21 2.96 -1.9854%
05/28/21 3.01 1.6543% VaR 95% VaR en dinero 95 VaR 99%
1 06/01/21 3.10 2.7898% 5.6530% $ 8,510.60 11.7527%
2 06/02/21 3.07 -0.7108% 5.6530% $ 8,748.03
3 06/03/21 3.07 -0.2603% 5.6530% $ 8,685.84
4 06/04/21 3.10 1.1093% 5.6530% $ 8,663.23
5 06/07/21 3.09 -0.2259% 5.6530% $ 8,759.33
6 06/08/21 3.13 1.2290% 5.6530% $ 8,739.55
7 06/09/21 3.16 0.7987% 5.6530% $ 8,846.95
8 06/10/21 3.15 -0.0951% 5.6530% $ 8,917.62
9 06/11/21 3.28 4.1561% 5.6530% $ 8,909.14
10 06/14/21 3.35 2.1017% 5.6530% $ 9,279.41
11 06/15/21 3.23 -3.7589% 5.6530% $ 9,474.44
12 06/16/21 3.25 0.5890% 5.6530% $ 9,118.30
13 06/17/21 3.21 -0.9861% 5.6530% $ 9,172.00
14 06/18/21 3.23 0.6536% 5.6530% $ 9,081.55
15 06/21/21 3.20 -1.0823% 5.6530% $ 9,140.91
16 06/22/21 3.26 1.9694% 5.6530% $ 9,041.98
17 06/23/21 3.32 1.7474% 5.6530% $ 9,220.05
18 06/24/21 3.44 3.6155% 5.6530% $ 9,381.16
19 06/25/21 3.54 2.8787% 5.6530% $ 9,720.34
20 06/28/21 3.59 1.4415% 5.6287% $ 9,957.14
21 06/29/21 3.66 1.9225% 5.6287% $ 10,100.67
22 06/30/21 3.74 2.1870% 5.6287% $ 10,294.86
23 07/01/21 3.66 -2.0867% 5.6287% $ 10,520.01
24 07/02/21 3.70 1.1475% 5.5150% $ 10,092.41
25 07/06/21 3.67 -0.8644% 5.5150% $ 10,208.23
26 07/07/21 3.58 -2.5613% 5.5150% $ 10,119.99
27 07/08/21 3.69 3.0481% 5.5150% $ 9,860.78
28 07/09/21 3.68 -0.2442% 5.5150% $ 10,161.35
29 07/12/21 3.75 1.8770% 5.5150% $ 10,136.53
30 07/13/21 3.69 -1.4686% 5.5150% $ 10,326.80
31 07/14/21 3.67 -0.5420% 5.5150% $ 10,175.14
32 07/15/21 3.62 -1.4441% 5.5150% $ 10,119.99
33 07/16/21 3.68 1.7418% 5.5150% $ 9,973.84
34 07/19/21 3.77 2.4185% 5.5150% $ 10,147.56
35 07/20/21 3.93 4.2982% 5.5150% $ 10,392.98
36 07/21/21 3.92 -0.2544% 5.5150% $ 10,839.69
37 07/22/21 4.00 1.9893% 5.5150% $ 10,812.12
38 07/23/21 4.05 1.1503% 5.5150% $ 11,027.20
39 07/26/21 4.08 0.7911% 5.5150% $ 11,154.05
40 07/27/21 3.92 -3.8754% 5.5150% $ 11,242.29
41 07/28/21 3.94 0.5103% 5.5150% $ 10,806.60
42 07/29/21 4.06 2.9957% 5.5150% $ 10,861.75
43 07/30/21 3.91 -3.5494% 5.5150% $ 11,187.14
44 08/02/21 3.96 1.1500% 5.2103% $ 10,194.05
45 08/03/21 4.06 2.5771% 5.2103% $ 10,311.28
46 08/04/21 4.15 2.2906% 5.2103% $ 10,577.01
47 08/05/21 4.16 0.1445% 5.2103% $ 10,819.29
48 08/06/21 4.13 -0.6011% 5.2103% $ 10,834.92
49 08/09/21 4.04 -2.2496% 5.2103% $ 10,769.79
50 08/10/21 4.11 1.6580% 5.2103% $ 10,527.51
51 08/11/21 4.06 -1.2658% 5.2103% $ 10,702.06
52 08/12/21 3.91 -3.5256% 5.2103% $ 10,566.59
53 08/13/21 3.85 -1.6356% 4.9804% $ 9,744.15
54 08/16/21 3.94 2.4162% 4.9804% $ 9,584.78
55 08/17/21 3.83 -2.8666% 4.9804% $ 9,816.37
56 08/18/21 3.82 -0.1828% 4.9804% $ 9,534.97
57 08/19/21 3.86 0.9942% 4.9804% $ 9,517.54
58 08/20/21 3.84 -0.5959% 4.9804% $ 9,612.17
59 08/23/21 3.93 2.3977% 4.9804% $ 9,554.89
60 08/24/21 3.92 -0.3563% 4.9804% $ 9,783.99
61 08/25/21 3.95 0.8429% 4.9804% $ 9,749.13
62 08/26/21 4.25 7.5228% 4.9466% $ 9,764.60
63 08/27/21 4.41 3.9812% 4.9804% $ 10,570.90
64 08/30/21 4.32 -2.2202% 4.9804% $ 10,991.74
65 08/31/21 4.41 2.0621% 4.9804% $ 10,747.70
66 09/01/21 4.64 5.2213% 4.9804% $ 10,969.33
67 09/02/21 4.63 -0.0863% 5.1141% $ 11,851.91
68 09/03/21 4.70 1.4252% 5.1141% $ 11,841.68
69 09/07/21 4.60 -2.1290% 5.1141% $ 12,010.45
70 09/08/21 4.92 7.0916% 5.1141% $ 11,754.74
71 09/09/21 5.00 1.5844% 5.3176% $ 13,089.26
72 09/10/21 4.96 -0.8598% 5.3176% $ 13,296.65
73 09/13/21 5.19 4.6188% 5.3176% $ 13,182.32
74 09/14/21 5.28 1.8122% 5.3176% $ 13,791.19
75 09/15/21 5.40 2.1587% 5.3176% $ 14,041.11
76 09/16/21 5.27 -2.3540% 5.3176% $ 14,344.22
77 09/17/21 5.05 -4.0623% 5.3176% $ 14,006.55
78 09/20/21 4.96 -1.9588% 5.3176% $ 13,437.57
79 09/21/21 4.80 -3.0878% 5.3176% $ 13,174.35
 80 09/22/21 4.76 -0.8746% 5.1141% $ 12,278.94
81 09/23/21 5.03 5.7353% 5.1141% $ 12,171.54
82 09/24/21 5.24 4.0532% 5.3176% $ 13,381.73
83 09/27/21 5.86 11.8579% 5.3176% $ 13,924.13
84 09/28/21 5.85 -0.2219% 5.5150% $ 16,153.37
85 09/29/21 5.46 -6.6039% 5.5150% $ 16,117.53
86 09/30/21 5.97 9.3790% 5.5150% $ 15,053.14
87 10/01/21 5.55 -7.1177% 5.6287% $ 16,804.43
88 10/04/21 5.82 4.8684% 5.5150% $ 15,293.04
89 10/05/21 6.33 8.8377% 5.5150% $ 16,037.56
90 10/06/21 5.71 -9.7314% 5.6287% $ 17,814.78
91 10/07/21 5.76 0.8050% 5.6287% $ 16,081.14
92 10/08/21 5.61 -2.6736% 5.6287% $ 16,210.60
93 10/11/21 5.40 -3.6746% 5.6287% $ 15,777.19
94 10/12/21 5.46 1.1852% 5.6287% $ 15,197.44
95 10/13/21 5.68 3.8799% 5.6287% $ 15,377.56
96 10/14/21 5.65 -0.4757% 5.6287% $ 15,974.20
97 10/15/21 5.42 -4.0184% 5.6287% $ 15,898.21
98 10/18/21 4.98 -8.1151% 5.6287% $ 15,259.36
99 10/19/21 5.06 1.5656% 5.6287% $ 14,021.05
100 10/20/21 5.16 1.9565% 5.6287% $ 14,240.56
101 10/21/21 5.20 0.7172% 5.6287% $ 14,519.18
102 10/22/21 5.31 2.1170% 5.6287% $ 14,623.31
103 10/25/21 5.97 12.5330% 5.6287% $ 14,932.89
104 10/26/21 5.83 -2.3614% 5.6530% $ 16,877.05
105 10/27/21 6.22 6.7067% 5.6530% $ 16,478.51
106 10/28/21 5.82 -6.3977% 5.6530% $ 17,583.67
107 10/29/21 5.66 -2.7306% 5.6530% $ 16,458.73
108 11/01/21 5.33 -5.8263% 5.6530% $ 16,009.31
109 11/02/21 5.64 5.7743% 5.6530% $ 15,076.57
110 11/03/21 5.96 5.6363% 5.7022% $ 16,085.92
111 11/04/21 5.77 -3.2047% 5.7022% $ 16,992.57
112 11/05/21 5.73 -0.6760% 5.7022% $ 16,448.01
113 11/08/21 5.49 -4.1710% 5.7022% $ 16,336.82
114 11/09/21 5.06 -7.9038% 5.7022% $ 15,655.41
115 11/10/21 5.01 -0.8503% 5.7022% $ 14,418.03
116 11/11/21 5.22 4.1284% 5.7022% $ 14,295.43
117 11/12/21 4.88 -6.6271% 5.7022% $ 14,885.61
118 11/15/21 5.14 5.4359% 5.7022% $ 13,899.13
119 11/16/21 5.25 2.0428% 5.7022% $ 14,654.67
120 11/17/21 4.99 -4.8046% 5.7022% $ 14,954.03
121 11/18/21 5.00 0.0601% 5.7022% $ 14,235.56
122 11/19/21 5.16 3.1825% 5.7022% $ 14,244.11
123 11/22/21 4.86 -5.8196% 5.7022% $ 14,697.44
124 11/23/21 5.07 4.4078% 5.7022% $ 13,842.10
125 11/24/21 5.08 0.1973% 5.7022% $ 14,452.24
126 11/26/21 5.50 8.2497% 5.7022% $ 14,480.75
127 11/29/21 4.88 -11.2223% 5.7567% $ 15,825.27
128 11/30/21 4.61 -5.6136% 5.7567% $ 14,049.31
129 12/01/21 4.27 -7.3367% 5.7567% $ 13,260.64
130 12/02/21 4.11 -3.7011% 5.7567% $ 12,287.75
131 12/03/21 4.09 -0.4135% 5.7567% $ 11,832.97
132 12/06/21 3.68 -10.0391% 5.7567% $ 11,784.04
133 12/07/21 3.73 1.3576% 5.7567% $ 10,601.03
134 12/08/21 3.82 2.2502% 5.7567% $ 10,744.95
135 12/09/21 3.79 -0.6550% 5.7022% $ 10,882.66
136 12/10/21 3.89 2.5316% 5.7022% $ 10,811.38
137 12/13/21 3.83 -1.5947% 5.7022% $ 11,085.09
138 12/14/21 3.79 -1.0193% 5.7022% $ 10,908.32
139 12/15/21 3.82 0.9770% 5.7022% $ 10,797.13
140 12/16/21 3.78 -1.1506% 5.7022% $ 10,902.62
141 12/17/21 3.67 -2.9365% 5.7022% $ 10,777.17
142 12/20/21 3.84 4.6062% 5.7022% $ 10,460.70
143 12/21/21 3.87 0.8338% 5.7022% $ 10,942.53
144 12/22/21 3.97 2.5840% 5.7022% $ 11,033.77
145 12/23/21 3.73 -5.9698% 5.7022% $ 11,318.88
146 12/27/21 4.05 8.4918% 5.7022% $ 10,643.17
147 12/28/21 4.07 0.3704% 5.7567% $ 11,657.39
148 12/29/21 3.99 -1.7466% 5.7567% $ 11,700.56
149 12/30/21 3.47 -13.1447% 5.7567% $ 11,496.20
150 12/31/21 3.59 3.4592% 5.7567% $ 9,985.06
151 01/03/22 3.67 2.2569% 5.7567% $ 10,330.46
152 01/04/22 3.62 -1.4714% 5.7567% $ 10,563.61
153 01/05/22 3.68 1.6316% 5.7567% $ 10,408.18
154 01/06/22 3.70 0.7619% 5.7567% $ 10,578.00
155 01/07/22 3.74 0.9992% 5.7567% $ 10,658.60
156 01/10/22 3.86 3.2620% 5.7567% $ 10,765.10
157 01/11/22 3.93 1.8643% 5.7567% $ 11,116.26
158 01/12/22 4.28 8.8205% 5.7567% $ 11,323.50
159 01/13/22 4.01 -6.3537% 6.1372% $ 13,136.78
160 01/14/22 4.04 0.7234% 6.1372% $ 12,302.11
161 01/18/22 4.08 1.0154% 6.1372% $ 12,391.10
162 01/19/22 3.84 -5.7612% 6.1372% $ 12,516.91
163 01/20/22 3.68 -4.3704% 6.1372% $ 11,795.79
164 01/21/22 3.75 2.0403% 6.1372% $ 11,280.26
165 01/24/22 3.82 1.8395% 6.1372% $ 11,510.41
166 01/25/22 3.88 1.5707% 6.1372% $ 11,722.14
167 01/26/22 4.00 3.0928% 6.1372% $ 11,906.26
168 01/27/22 4.34 8.4500% 6.1372% $ 12,274.49
169 01/28/22 4.69 8.1143% 6.1372% $ 13,311.69
170 01/31/22 4.91 4.6269% 6.5841% $ 15,439.66
171 02/01/22 4.88 -0.5502% 6.5841% $ 16,154.04
172 02/02/22 5.41 10.9016% 6.2871% $ 15,340.53
173 02/03/22 4.93 -8.8692% 6.8530% $ 18,544.25
174 02/04/22 4.56 -7.6440% 6.8530% $ 16,899.53
175 02/07/22 4.28 -6.0154% 6.8530% $ 15,607.73
176 02/08/22 4.21 -1.6351% 6.8530% $ 14,668.87
177 02/09/22 4.03 -4.2270% 6.8530% $ 14,429.02
178 02/10/22 3.94 -2.2564% 6.8530% $ 13,819.10
179 02/11/22 4.00 1.4713% 6.2871% $ 12,391.88
180 02/14/22 4.18 4.5500% 6.2871% $ 12,574.21
181 02/15/22 4.39 5.0215% 6.2871% $ 13,146.34
182 02/16/22 4.63 5.4645% 6.2871% $ 13,806.48
183 02/17/22 4.51 -2.5691% 6.2871% $ 14,560.93
184 02/18/22 4.45 -1.4403% 6.2871% $ 14,186.85
185 02/22/22 4.50 1.0791% 6.2871% $ 13,982.52
186 02/23/22 4.59 2.1797% 6.2871% $ 14,133.41
187 02/24/22 4.67 1.5890% 6.2871% $ 14,441.48
188 02/25/22 4.50 -3.5997% 6.2871% $ 14,670.96
189 02/28/22 4.42 -1.6893% 6.2871% $ 14,142.84
190 03/01/22 4.61 4.2957% 6.2871% $ 13,903.93
191 03/02/22 4.81 4.2055% 6.2871% $ 14,501.21
192 03/03/22 4.75 -1.1442% 6.2871% $ 15,111.06
193 03/04/22 4.93 3.7879% 6.2871% $ 14,938.16
194 03/07/22 4.83 -2.0276% 6.2871% $ 15,504.00
195 03/08/22 4.62 -4.3667% 6.2871% $ 15,189.64
196 03/09/22 4.56 -1.2551% 6.2871% $ 14,526.35
197 03/10/22 4.69 2.7833% 6.2871% $ 14,344.03
198 03/11/22 4.81 2.5373% 6.2871% $ 14,743.26
199 03/14/22 4.71 -2.0171% 6.2871% $ 15,117.34
200 03/15/22 4.67 -0.9126% 6.2871% $ 14,812.42
201 03/16/22 4.79 2.5273% 6.2871% $ 14,677.25
202 03/17/22 4.96 3.6766% 6.2871% $ 15,048.18
203 03/18/22 4.94 -0.4836% 6.2871% $ 15,601.45
204 03/21/22 4.98 0.8099% 6.2871% $ 15,526.00
205 03/22/22 5.18 4.0370% 6.2871% $ 15,651.75
206 03/23/22 5.17 -0.1351% 6.2871% $ 16,283.60
207 03/24/22 5.46 5.5480% 6.2871% $ 16,261.60
208 03/25/22 5.58 2.1429% 6.2871% $ 17,163.80
209 03/28/22 5.48 -1.6676% 6.2871% $ 17,531.59
210 03/29/22 5.33 -2.8629% 6.2871% $ 17,239.24
211 03/30/22 5.57 4.5241% 6.2871% $ 16,745.70
212 03/31/22 5.63 1.0417% 6.2871% $ 17,503.30
213 04/01/22 5.72 1.7064% 6.2871% $ 17,685.62
214 04/04/22 5.78 1.0486% 6.2871% $ 17,987.41
215 04/05/22 6.09 5.2577% 6.2871% $ 18,176.02
216 04/06/22 6.09 0.0986% 6.2871% $ 19,131.66
217 04/07/22 6.39 4.8424% 6.2871% $ 19,150.52
218 04/08/22 6.32 -1.0020% 6.2871% $ 20,077.87
219 04/11/22 6.70 5.9465% 6.2871% $ 19,876.68
220 04/12/22 6.69 -0.0896% 6.3646% $ 21,318.31
221 04/13/22 7.04 5.1397% 6.3646% $ 21,299.21
222 04/14/22 7.32 4.0358% 6.3646% $ 22,393.93
223 04/18/22 7.77 6.1194% 6.3646% $ 23,297.71
224 04/19/22 7.26 -6.6032% 6.4424% $ 25,025.51
225 04/20/22 6.83 -5.9399% 6.4424% $ 23,373.03
226 04/21/22 6.93 1.5385% 6.4424% $ 21,984.69
227 04/22/22 6.47 -6.7100% 6.4424% $ 22,322.92
228 04/25/22 6.82 5.4602% 6.4424% $ 20,825.06
229 04/26/22 6.84 0.3373% 6.4424% $ 21,962.15
230 04/27/22 7.08 3.4790% 6.4424% $ 22,036.23
231 04/28/22 7.05 -0.3532% 6.4424% $ 22,802.88
232 04/29/22 7.37 4.4088% 6.4424% $ 22,722.35
233 05/02/22 7.63 3.6117% 6.4424% $ 23,724.14
234 05/03/22 7.90 3.5382% 6.4424% $ 24,580.98
235 05/04/22 8.42 6.5561% 6.4424% $ 25,450.71
236 05/05/22 8.86 5.2144% 6.6389% $ 27,946.61
237 05/06/22 8.04 -9.1894% 6.6389% $ 29,403.86
238 05/09/22 7.12 -11.4868% 6.6389% $ 26,701.81
239 05/10/22 7.39 3.8202% 6.6389% $ 23,634.62
240 05/11/22 7.74 4.7348% 6.6389% $ 24,537.52
241 05/12/22 7.75 0.1550% 6.6389% $ 25,699.33
242 05/13/22 7.72 -0.4127% 6.6389% $ 25,739.17
243 05/16/22 8.07 4.5325% 6.6389% $ 25,632.94
244 05/17/22 8.40 4.0758% 6.6389% $ 26,794.76
245 05/18/22 8.35 -0.6309% 6.6389% $ 27,886.86
246 05/19/22 8.20 -1.8328% 6.6389% $ 27,710.93
247 05/20/22 8.15 -0.5613% 6.6389% $ 27,203.05
248 05/23/22 8.82 8.2219% 6.6389% $ 27,050.36
249 05/24/22 8.88 0.6350% 6.9184% $ 30,506.60
250 05/25/22 8.99 1.2845% 6.9184% $ 30,700.31
251 05/26/22 8.83 -1.8245% 6.9184% $ 31,094.66
252 05/27/22 8.71 -1.3258% 6.9184% $ 30,527.35
253 05/31/22 8.28 -4.9265% 6.9184% $ 30,122.63
254 06/01/22 8.77 5.9307% 6.9184% $ 28,638.63
255 06/02/22 8.42 -3.9567% 6.9184% $ 30,337.10
256 06/03/22 8.54 1.3772% 6.9184% $ 29,136.76
257 06/06/22 9.33 9.3102% 6.9184% $ 29,538.02
258 06/07/22 9.34 0.1071% 7.3287% $ 34,203.27
259 06/08/22 8.61 -7.8767% 7.3287% $ 34,239.92
260 06/09/22 9.00 4.5888% 7.3287% $ 31,542.94
261 06/10/22 8.76 -2.7546% 7.3287% $ 32,990.37
262 06/13/22 8.67 -1.0166% 7.3287% $ 32,081.60
263 06/14/22 7.26 -16.2359% 7.3287% $ 31,755.47
264 06/15/22 7.54 3.8711% 7.3287% $ 26,599.70
265 06/16/22 7.43 -1.4589% 7.3287% $ 27,629.39
266 06/17/22 7.01 -5.7201% 7.3287% $ 27,226.30
267 06/21/22 6.83 -2.4411% 7.3287% $ 25,668.95
268 06/22/22 6.83 -0.0878% 7.3287% $ 25,042.34
269 06/23/22 6.21 -9.0510% 7.3287% $ 25,020.35
270 06/24/22 6.18 -0.5636% 7.3287% $ 22,755.77
271 06/27/22 6.39 3.4818% 7.3287% $ 22,627.51
272 06/28/22 6.51 1.8623% 7.3287% $ 23,415.36
273 06/29/22 6.41 -1.4595% 7.3287% $ 23,851.42
274 06/30/22 5.49 -14.4060% 7.3287% $ 23,503.30
275 07/01/22 5.60 2.0765% 7.3287% $ 20,117.42
276 07/05/22 5.42 -3.2477% 7.3287% $ 20,535.16
277 07/06/22 5.53 1.8997% 7.3287% $ 19,868.24
278 07/07/22 6.16 11.5294% 7.3287% $ 20,245.67
279 07/08/22 6.00 -2.6290% 7.8481% $ 24,180.13
280 07/11/22 6.42 6.9167% 7.8481% $ 23,544.43
281 07/12/22 6.13 -4.4583% 7.8481% $ 25,172.92
282 07/13/22 6.49 5.9227% 7.8481% $ 24,050.64
283 07/14/22 6.57 1.1399% 7.8481% $ 25,475.08
284 07/15/22 7.04 7.2647% 7.8481% $ 25,765.46
285 07/18/22 7.34 4.2312% 7.8481% $ 27,637.24
286 07/19/22 7.19 -2.0297% 7.8481% $ 28,806.61
287 07/20/22 7.75 7.7308% 7.8481% $ 28,221.93
288 07/21/22 7.76 0.1420% 7.9418% $ 30,766.35
289 07/22/22 8.18 5.4646% 7.9418% $ 30,810.03
290 07/25/22 8.64 5.5481% 7.9418% $ 32,493.68
291 07/26/22 8.71 0.8220% 7.9418% $ 34,296.45
292 07/27/22 8.58 -1.4699% 7.9418% $ 34,578.39
293 07/28/22 8.16 -4.8601% 7.9418% $ 34,070.11
294 07/29/22 8.29 1.5068% 7.9418% $ 32,414.26
295 08/01/22 8.21 -0.8810% 7.9418% $ 32,902.68
296 08/02/22 7.69 -6.4045% 7.9418% $ 32,612.80
297 08/03/22 8.30 8.0005% 7.9418% $ 30,524.12
298 08/04/22 8.14 -1.9393% 8.0631% $ 33,470.01
299 08/05/22 8.01 -1.6706% 8.0631% $ 32,820.93
300 08/08/22 7.66 -4.3598% 8.0631% $ 32,272.64
301 08/09/22 7.84 2.3903% 8.0631% $ 30,865.62
302 08/10/22 8.23 4.9496% 8.0631% $ 31,603.40
303 08/11/22 8.71 5.8588% 8.0631% $ 33,167.65
304 08/12/22 8.78 0.8152% 8.0631% $ 35,110.86
305 08/15/22 8.81 0.3645% 8.0631% $ 35,397.10
306 08/16/22 9.35 6.1394% 8.0631% $ 35,526.11
307 08/17/22 9.18 -1.8283% 8.0631% $ 37,707.18
308 08/18/22 9.19 0.0327% 8.0631% $ 37,017.79
309 08/19/22 9.28 1.0343% 8.0631% $ 37,029.88
310 08/22/22 9.76 5.1724% 8.0631% $ 37,412.88
311 08/23/22 9.25 -5.1844% 8.0631% $ 39,348.03
312 08/24/22 9.24 -0.1513% 8.0631% $ 37,308.06
313 08/25/22 9.36 1.2879% 8.0631% $ 37,251.62
314 08/26/22 9.32 -0.4167% 8.0631% $ 37,731.37
315 08/29/22 9.37 0.5258% 8.0631% $ 37,574.14
316 08/30/22 9.13 -2.5616% 8.0631% $ 37,771.69
317 08/31/22 9.21 0.8544% 8.0631% $ 36,804.11
318 09/01/22 9.24 0.3150% 8.0631% $ 37,118.57
319 09/02/22 8.96 -2.9667% 8.0631% $ 37,235.49
320 09/06/22 8.10 -9.6742% 8.0631% $ 36,130.84
321 09/07/22 7.91 -2.2730% 8.0631% $ 32,635.48
322 09/08/22 8.02 1.3652% 8.0631% $ 31,893.67
323 09/09/22 8.09 0.8854% 8.0631% $ 32,329.08
324 09/12/22 8.43 4.2398% 8.0631% $ 32,615.32
325 09/13/22 8.44 0.1067% 8.0631% $ 33,998.15
326 09/14/22 9.14 8.2919% 8.0631% $ 34,034.43
327 09/15/22 8.34 -8.7289% 8.1735% $ 37,360.97
328 09/16/22 7.86 -5.7526% 8.1735% $ 34,099.76
329 09/19/22 7.92 0.7121% 8.1735% $ 32,138.12
330 09/20/22 7.80 -1.5025% 8.1735% $ 32,366.98
331 09/21/22 7.79 -0.1154% 8.1735% $ 31,880.66
332 09/22/22 7.29 -6.4168% 8.1735% $ 31,843.88
333 09/23/22 7.01 -3.8810% 8.1735% $ 29,800.51
334 09/26/22 7.04 0.3995% 8.0631% $ 28,257.21
335 09/27/22 6.77 -3.7942% 8.0631% $ 28,370.09
336 09/28/22 7.02 3.7223% 8.0631% $ 27,293.66
337 09/29/22 6.89 -1.8513% 7.8792% $ 27,663.70
338 09/30/22 6.83 -0.9576% 7.8792% $ 27,151.56
339 10/03/22 6.51 -4.5854% 7.8792% $ 26,891.54
340 10/04/22 6.83 4.8979% 7.5211% $ 24,492.33
341 10/05/22 6.93 1.3612% 7.5211% $ 25,691.94
342 10/06/22 6.87 -0.8231% 7.5211% $ 26,041.67
343 10/07/22 6.61 -3.7857% 7.5211% $ 25,827.32
344 10/10/22 6.52 -1.2863% 7.5211% $ 24,849.58
345 10/11/22 6.59 1.0731% 7.5211% $ 24,529.94
346 10/12/22 6.44 -2.3206% 7.5211% $ 24,793.18
347 10/13/22 6.69 3.8043% 7.5211% $ 24,217.81
348 10/14/22 6.48 -3.1264% 7.5211% $ 25,139.14
349 10/17/22 5.99 -7.5355% 7.5211% $ 24,353.19
350 10/18/22 5.69 -4.9599% 7.5211% $ 22,518.05
351 10/19/22 5.44 -4.3578% 7.5211% $ 21,401.18
352 10/20/22 5.32 -2.3516% 7.5211% $ 20,468.57
353 10/21/22 4.99 -6.0771% 7.5211% $ 19,987.22
354 10/24/22 5.17 3.6458% 7.1081% $ 17,741.78
355 10/25/22 5.73 10.7654% 7.1081% $ 18,388.61
356 10/26/22 5.74 0.0698% 7.5211% $ 21,551.60
357 10/27/22 5.44 -5.1787% 7.5211% $ 21,566.64
358 10/28/22 6.06 11.3829% 7.5211% $ 20,449.76
359 10/31/22 6.56 8.2549% 7.8792% $ 23,862.01
360 11/01/22 6.18 -5.8106% 8.0631% $ 26,434.94
361 11/02/22 6.52 5.6023% 8.0631% $ 24,898.92
362 11/03/22 6.29 -3.5879% 8.0631% $ 26,293.84
363 11/04/22 6.83 8.6196% 8.0631% $ 25,350.45
364 11/07/22 7.05 3.2064% 8.1735% $ 27,912.43
365 11/08/22 6.60 -6.4406% 8.1735% $ 28,807.43
366 11/09/22 6.32 -4.2456% 8.1735% $ 26,952.05
367 11/10/22 6.53 3.4679% 8.1735% $ 25,807.76
368 11/11/22 6.31 -3.4741% 8.1735% $ 26,702.76
369 11/14/22 6.43 1.9978% 8.1735% $ 25,775.07
370 11/15/22 6.51 1.2280% 8.1735% $ 26,290.00
371 11/16/22 6.61 1.4896% 8.1735% $ 26,612.85
372 11/17/22 6.78 2.5722% 8.1735% $ 27,009.26
373 11/18/22 6.79 0.2213% 8.1735% $ 27,704.01
374 11/21/22 7.16 5.4313% 8.1735% $ 27,765.31
375 11/22/22 7.54 5.1934% 8.1735% $ 29,273.32
376 11/23/22 7.76 2.9861% 8.1735% $ 30,793.58
377 11/25/22 7.22 -6.9588% 8.0631% $ 31,284.91
378 11/28/22 7.33 1.5512% 8.0631% $ 29,107.86
379 11/29/22 7.27 -0.7911% 8.0631% $ 29,559.40
380 11/30/22 6.97 -4.2205% 8.0631% $ 29,325.57
381 12/01/22 6.83 -1.9090% 8.0631% $ 28,087.88
382 12/02/22 6.22 -8.9552% 8.0631% $ 27,551.68
383 12/05/22 5.62 -9.6111% 8.0631% $ 25,084.37
384 12/06/22 5.37 -4.4808% 8.0631% $ 22,673.49
385 12/07/22 5.81 8.2278% 8.0631% $ 21,657.54
386 12/08/22 5.93 2.0640% 8.1735% $ 23,760.30
387 12/09/22 6.31 6.2858% 8.1735% $ 24,250.71
388 12/12/22 6.52 3.4406% 8.1735% $ 25,775.07
389 12/13/22 6.97 6.7597% 8.1735% $ 26,661.89
390 12/14/22 6.36 -8.7437% 8.1735% $ 28,464.14
391 12/15/22 6.87 8.0239% 8.1735% $ 25,975.32
392 12/16/22 6.61 -3.7140% 8.1735% $ 28,059.56
393 12/19/22 5.84 -11.6926% 8.1735% $ 27,017.44
394 12/20/22 5.36 -8.2391% 8.1735% $ 23,858.39
395 12/21/22 5.48 2.2961% 8.1735% $ 21,892.66
396 12/22/22 5.06 -7.6277% 8.1735% $ 22,395.33
397 12/23/22 5.13 1.2446% 8.0736% $ 20,434.40
398 12/27/22 5.21 1.6390% 8.0736% $ 20,688.72
399 12/28/22 4.78 -8.2357% 8.0736% $ 21,027.82
400 12/29/22 4.13 -13.6611% 8.0736% $ 19,296.02
401 12/30/22 4.08 -1.1146% 8.0736% $ 16,659.97
VaR en dinero 99
$ 17,693.74
 Chart Title
15.0000%

10.0000%

5.0000%

0.0000%
06/01/21 09/01/21 12/01/21 03/01/22 06/01/22 09/01/22 12/01/22
-5.0000%

-10.0000%

-15.0000%

-20.0000%

Rends reales VaR

-10.0000%

-15.0000%

-20.0000%

Rends reales VaR

Date Last
01/17/20 2.00
01/21/20 1.91 -4.7429%
01/22/20 1.91 0.2621%
01/23/20 1.94 1.3068%
01/24/20 1.87 -3.6120%
01/27/20 1.87 0.3212%
01/28/20 1.91 1.9744%
01/29/20 1.88 -1.4652%
01/30/20 1.83 -2.7084%
01/31/20 1.84 0.6004%
02/03/20 1.82 -1.0852%
02/04/20 1.88 2.8524%
02/05/20 1.87 -0.4267%
02/06/20 1.87 -0.1071%
02/07/20 1.85 -0.8043%
02/10/20 1.77 -4.3784%
02/11/20 1.79 1.2436%
02/12/20 1.85 3.2942%
02/13/20 1.83 -1.1351%
02/14/20 1.85 1.1482%
02/18/20 1.97 6.4324%
02/19/20 1.97 -0.1016%
02/20/20 1.92 -2.5928%
02/21/20 1.91 -0.5219%
02/24/20 1.85 -2.7807%
02/25/20 1.84 -0.5936%
02/26/20 1.82 -1.0315%
02/27/20 1.74 -4.6626%
02/28/20 1.68 -3.3947%
03/02/20 1.76 4.6456%
03/03/20 1.81 2.7888%
03/04/20 1.84 1.6058%
03/05/20 1.76 -4.2507%
03/06/20 1.73 -1.4798%
03/09/20 1.82 5.0838%
03/10/20 1.92 5.7724%
03/11/20 1.88 -2.1830%
03/12/20 1.82 -3.3475%
03/13/20 1.88 3.5184%
03/16/20 1.80 -4.1954%
03/17/20 1.72 -4.6563%
03/18/20 1.64 -4.9419%
03/19/20 1.65 0.9174%
03/20/20 1.58 -4.4242%
03/23/20 1.59 0.5707%
03/24/20 1.68 5.8008%
03/25/20 1.72 2.6818%
03/26/20 1.70 -1.6251%
03/27/20 1.67 -1.5339%
03/30/20 1.70 1.9772%
03/31/20 1.64 -3.4665%
04/01/20 1.59 -3.2258%
 04/02/20 1.55 -2.4528%
04/03/20 1.66 6.9632%
04/06/20 1.75 5.4250%
04/07/20 1.91 9.0909%
04/08/20 1.79 -6.0273%
04/09/20 1.75 -2.5655%
04/13/20 1.73 -1.1448%
04/14/20 1.63 -5.4430%
04/15/20 1.59 -2.5720%
04/16/20 1.69 6.0339%
04/17/20 1.76 4.3865%
04/20/20 1.94 10.0511%
04/21/20 1.83 -5.6760%
04/22/20 1.91 4.4858%
04/23/20 1.95 2.1466%
04/24/20 1.87 -3.9467%
04/27/20 1.92 2.6147%
04/28/20 1.95 1.6121%
04/29/20 1.88 -3.8895%
04/30/20 1.94 3.1949%
05/01/20 1.88 -2.8896%
05/04/20 1.99 5.6323%
05/05/20 2.08 4.7284%
05/06/20 1.95 -6.4361%
05/07/20 1.90 -2.4641%
05/08/20 1.83 -3.9474%
05/11/20 1.85 1.3151%
05/12/20 1.70 -8.0584%
05/13/20 1.64 -3.3529%
05/14/20 1.67 1.8868%
05/15/20 1.64 -2.2700%
05/18/20 1.77 7.9462%
05/19/20 1.80 1.7554%
05/20/20 1.78 -0.8904%
05/21/20 1.72 -3.4250%
05/22/20 1.89 10.0581%
05/26/20 1.93 2.0602%
05/27/20 1.88 -2.8468%
05/28/20 1.82 -2.8769%
05/29/20 1.84 0.9325%
06/01/20 1.78 -3.2065%
06/02/20 1.77 -0.4492%
250 06/03/20 1.81 2.0869%
249 06/04/20 1.82 0.6077%
248 06/05/20 1.80 -1.1532%
247 06/08/20 1.81 0.4444%
246 06/09/20 1.76 -2.5442%
245 06/10/20 1.79 1.6459%
244 06/11/20 1.82 1.3959%
243 06/12/20 1.75 -3.9097%
242 06/15/20 1.67 -4.1261%
241 06/16/20 1.61 -3.5266%
240 06/17/20 1.64 1.4870%
239 06/18/20 1.64 0.0000%
238 06/19/20 1.67 1.8315%
237 06/22/20 1.66 -0.4796%
236 06/23/20 1.69 1.6867%
235 06/24/20 1.66 -1.5403%
234 06/25/20 1.53 -8.2431%
233 06/26/20 1.55 1.5082%
232 06/29/20 1.69 9.3023%
231 06/30/20 1.76 3.9007%
230 07/01/20 1.70 -3.5836%
229 07/02/20 1.73 1.8289%
228 07/06/20 1.83 6.0255%
227 07/07/20 1.88 2.7322%
226 07/08/20 1.82 -3.2447%
225 07/09/20 1.77 -2.5289%
224 07/10/20 1.82 2.5945%
223 07/13/20 1.73 -4.8928%
222 07/14/20 1.74 0.7514%
221 07/15/20 1.78 2.3523%
220 07/16/20 1.73 -3.1390%
219 07/17/20 1.71 -1.2153%
218 07/20/20 1.64 -3.8079%
217 07/21/20 1.67 1.7052%
216 07/22/20 1.69 1.4371%
215 07/23/20 1.78 5.0767%
214 07/24/20 1.86 4.3820%
213 07/27/20 1.79 -3.9290%
212 07/28/20 1.86 4.2577%
211 07/29/20 1.92 2.9017%
210 07/30/20 1.84 -4.0731%
209 07/31/20 1.82 -1.1432%
208 08/03/20 2.10 15.5286%
207 08/04/20 2.18 3.8132%
206 08/05/20 2.21 1.3315%
205 08/06/20 2.16 -2.3108%
204 08/07/20 2.26 4.5918%
203 08/10/20 2.17 -3.9468%
202 08/11/20 2.15 -0.6464%
201 08/12/20 2.15 -0.0465%
200 08/13/20 2.19 1.9061%
199 08/14/20 2.35 6.9799%
198 08/17/20 2.34 -0.2132%
197 08/18/20 2.41 3.0342%
196 08/19/20 2.43 0.7881%
195 08/20/20 2.36 -3.0864%
194 08/21/20 2.44 3.6518%
193 08/24/20 2.51 2.9496%
192 08/25/20 2.58 2.6263%
191 08/26/20 2.53 -1.9775%
190 08/27/20 2.70 6.9225%
189 08/28/20 2.65 -1.8128%
188 08/31/20 2.63 -0.9420%
187 09/01/20 2.52 -4.2602%
186 09/02/20 2.49 -1.2714%
185 09/03/20 2.48 -0.1610%
184 09/04/20 2.58 3.9500%
183 09/08/20 2.36 -8.3753%
182 09/09/20 2.39 1.2696%
181 09/10/20 2.31 -3.3431%
180 09/11/20 2.25 -2.7237%
179 09/14/20 2.30 2.3556%
178 09/15/20 2.36 2.3448%
177 09/16/20 2.25 -4.4124%
176 09/17/20 1.99 -11.6289%
175 09/18/20 2.06 3.3149%
174 09/21/20 1.88 -8.6048%
173 09/22/20 1.85 -1.8617%
172 09/23/20 2.82 53.0081%
171 09/24/20 2.86 1.4169%
170 09/25/20 2.80 -2.0608%
169 09/28/20 2.77 -1.2839%
168 09/29/20 2.50 -9.7543%
167 09/30/20 2.55 1.8815%
166 10/01/20 2.48 -2.4754%
165 10/02/20 2.44 -1.7325%
164 10/05/20 2.63 7.8721%
163 10/06/20 2.51 -4.5230%
162 10/07/20 2.59 3.2643%
161 10/08/20 2.63 1.4649%
160 10/09/20 2.76 4.9772%
159 10/12/20 2.84 2.6059%
158 10/13/20 2.76 -2.5044%
157 10/14/20 2.65 -4.1606%
156 10/15/20 2.78 4.9830%
155 10/16/20 2.69 -3.3801%
154 10/19/20 2.83 5.3964%
153 10/20/20 2.90 2.4011%
152 10/21/20 3.03 4.5172%
151 10/22/20 2.98 -1.6166%
150 10/23/20 2.94 -1.4085%
149 10/26/20 3.03 2.9592%
148 10/27/20 3.03 0.0991%
147 10/28/20 3.04 0.3300%
146 10/29/20 3.43 12.8618%
145 10/30/20 3.50 2.0111%
144 11/02/20 3.36 -3.8857%
143 11/03/20 3.19 -5.0832%
142 11/04/20 3.19 -0.0313%
141 11/05/20 3.08 -3.5088%
140 11/06/20 3.04 -1.4610%
139 11/09/20 3.00 -1.1203%
138 11/10/20 3.07 2.3659%
137 11/11/20 3.15 2.3763%
136 11/12/20 3.07 -2.2893%
135 11/13/20 3.10 0.8786%
134 11/16/20 2.85 -8.2258%
133 11/17/20 2.84 -0.1757%
132 11/18/20 2.85 0.1761%
131 11/19/20 2.73 -4.1828%
130 11/20/20 2.78 2.0543%
129 11/23/20 2.81 1.1503%
128 11/24/20 2.89 2.8429%
127 11/25/20 2.95 1.7623%
126 11/27/20 2.85 -3.1919%
125 11/30/20 2.93 2.9113%
124 12/01/20 2.88 -1.9768%
123 12/02/20 2.76 -4.1725%
122 12/03/20 2.51 -8.8534%
121 12/04/20 2.55 1.6322%
120 12/07/20 2.43 -4.9745%
119 12/08/20 2.44 0.7420%
118 12/09/20 2.43 -0.7774%
117 12/10/20 2.57 6.1031%
116 12/11/20 2.60 0.8550%
115 12/14/20 2.67 2.7746%
114 12/15/20 2.67 0.0375%
113 12/16/20 2.68 0.4873%
112 12/17/20 2.65 -1.0444%
111 12/18/20 2.71 2.0354%
110 12/21/20 2.70 -0.2955%
109 12/22/20 2.77 2.5936%
108 12/23/20 2.61 -5.8866%
107 12/24/20 2.54 -2.4559%
106 12/28/20 2.33 -8.1825%
105 12/29/20 2.44 4.6701%
104 12/30/20 2.44 -0.3275%
103 12/31/20 2.54 4.1478%
102 01/04/21 2.58 1.5773%
101 01/05/21 2.66 3.2220%
100 01/06/21 2.68 0.9402%
99 01/07/21 2.64 -1.4903%
98 01/08/21 2.66 0.4160%
97 01/11/21 2.74 3.0508%
96 01/12/21 2.68 -1.9006%
95 01/13/21 2.70 0.6706%
94 01/14/21 2.63 -2.7017%
93 01/15/21 2.71 3.0049%
92 01/19/21 2.53 -6.7208%
91 01/20/21 2.53 0.0396%
90 01/21/21 2.50 -1.2663%
89 01/22/21 2.46 -1.4429%
88 01/25/21 2.60 5.6120%
87 01/26/21 2.63 1.2322%
86 01/27/21 2.68 1.7878%
85 01/28/21 2.68 0.1121%
84 01/29/21 2.56 -4.5539%
83 02/01/21 2.83 10.5984%
82 02/02/21 2.82 -0.2122%
81 02/03/21 2.78 -1.4174%
80 02/04/21 2.96 6.4342%
79 02/05/21 2.88 -2.6680%
78 02/08/21 2.88 0.0347%
77 02/09/21 2.82 -2.2546%
76 02/10/21 2.98 5.6423%
75 02/11/21 2.86 -3.7958%
74 02/12/21 2.90 1.1522%
73 02/16/21 3.10 6.9727%
72 02/17/21 3.24 4.4853%
71 02/18/21 3.07 -5.3428%
70 02/19/21 3.08 0.5546%
69 02/22/21 2.95 -4.3478%
68 02/23/21 2.88 -2.4084%
67 02/24/21 2.87 -0.3823%
66 02/25/21 2.80 -2.3029%
65 02/26/21 2.81 0.3929%
64 03/01/21 2.82 0.3913%
63 03/02/21 2.88 2.1616%
62 03/03/21 2.84 -1.5956%
61 03/04/21 2.78 -2.0797%
60 03/05/21 2.73 -1.5839%
59 03/08/21 2.70 -1.3899%
58 03/09/21 2.68 -0.4451%
57 03/10/21 2.73 1.5648%
56 03/11/21 2.71 -0.6603%
55 03/12/21 2.64 -2.6588%
54 03/15/21 2.54 -3.7178%
53 03/16/21 2.60 2.3247%
52 03/17/21 2.55 -1.8098%
51 03/18/21 2.52 -1.2549%
50 03/19/21 2.58 2.3828%
49 03/22/21 2.61 1.3189%
48 03/23/21 2.56 -2.0674%
47 03/24/21 2.56 0.1564%
46 03/25/21 2.62 2.1858%
45 03/26/21 2.62 0.2292%
44 03/29/21 2.64 0.6479%
43 03/30/21 2.62 -0.7573%
42 03/31/21 2.60 -0.6486%
41 04/01/21 2.63 0.8449%
40 04/05/21 2.52 -4.0366%
39 04/06/21 2.46 -2.3016%
38 04/07/21 2.51 1.9090%
37 04/08/21 2.52 0.3986%
36 04/09/21 2.52 0.0794%
35 04/12/21 2.56 1.3883%
34 04/13/21 2.62 2.6604%
33 04/14/21 2.62 -0.2668%
32 04/15/21 2.66 1.7577%
31 04/16/21 2.69 0.9388%
30 04/19/21 2.74 1.8601%
29 04/20/21 2.72 -0.5113%
28 04/21/21 2.70 -0.9912%
27 04/22/21 2.75 1.8910%
26 04/23/21 2.72 -1.0189%
25 04/26/21 2.87 5.6618%
24 04/27/21 2.94 2.1921%
23 04/28/21 2.95 0.4426%
22 04/29/21 2.91 -1.5254%
21 04/30/21 2.94 1.2392%
20 05/03/21 2.96 0.5780%
19 05/04/21 2.98 0.7099%
18 05/05/21 2.95 -1.1078%
17 05/06/21 2.93 -0.5092%
16 05/07/21 2.97 1.3306%
15 05/10/21 2.92 -1.6162%
14 05/11/21 2.95 0.9582%
13 05/12/21 2.98 1.0508%
12 05/13/21 2.97 -0.2684%
11 05/14/21 2.97 0.0336%
10 05/17/21 3.12 4.9092%
9 05/18/21 3.01 -3.5577%
8 05/19/21 2.96 -1.5620%
7 05/20/21 2.95 -0.4727%
6 05/21/21 2.90 -1.5604%
5 05/24/21 2.96 1.9986%
4 05/25/21 2.99 1.0473%
3 05/26/21 3.02 1.0364%
2 05/27/21 2.96 -1.9854%
1 05/28/21 3.01 1.6543% VaR 95%VaR en dinero 95VaR 99%VaR en dinero 99
06/01/21 3.10 2.7898% 2.3967% $ 3,608.26 5.2178% $ 7,855.34
06/02/21 3.07 -0.7108% 2.6669% $ 4,126.99
06/03/21 3.07 -0.2603% 2.6669% $ 4,097.65
06/04/21 3.10 1.1093% 2.6669% $ 4,086.99
06/07/21 3.09 -0.2259% 2.6669% $ 4,132.32
06/08/21 3.13 1.2290% 2.6669% $ 4,122.99
06/09/21 3.16 0.7987% 2.6669% $ 4,173.66
06/10/21 3.15 -0.0951% 2.6669% $ 4,207.00
06/11/21 3.28 4.1561% 2.6669% $ 4,203.00
06/14/21 3.35 2.1017% 2.8581% $ 4,691.55
06/15/21 3.23 -3.7589% 2.8581% $ 4,790.15
06/16/21 3.25 0.5890% 2.8581% $ 4,610.09
06/17/21 3.21 -0.9861% 2.8581% $ 4,637.25
06/18/21 3.23 0.6536% 2.8581% $ 4,591.52
06/21/21 3.20 -1.0823% 2.8581% $ 4,621.53
06/22/21 3.26 1.9694% 2.8581% $ 4,571.51
06/23/21 3.32 1.7474% 2.8581% $ 4,661.54
06/24/21 3.44 3.6155% 2.8581% $ 4,743.00
06/25/21 3.54 2.8787% 3.6426% $ 6,263.41
06/28/21 3.59 1.4415% 3.6426% $ 6,443.71
06/29/21 3.66 1.9225% 3.6426% $ 6,536.60
06/30/21 3.74 2.1870% 3.6426% $ 6,662.27
07/01/21 3.66 -2.0867% 3.6426% $ 6,807.97
07/02/21 3.70 1.1475% 3.6426% $ 6,665.91
07/06/21 3.67 -0.8644% 3.6426% $ 6,742.40
07/07/21 3.58 -2.5613% 3.6426% $ 6,684.12
07/08/21 3.69 3.0481% 3.6426% $ 6,512.92
07/09/21 3.68 -0.2442% 3.6426% $ 6,711.44
07/12/21 3.75 1.8770% 3.6426% $ 6,695.05
07/13/21 3.69 -1.4686% 3.6426% $ 6,820.72
07/14/21 3.67 -0.5420% 3.6426% $ 6,720.55
07/15/21 3.62 -1.4441% 3.6426% $ 6,684.12
07/16/21 3.68 1.7418% 3.6426% $ 6,587.60
07/19/21 3.77 2.4185% 3.6426% $ 6,702.34
07/20/21 3.93 4.2982% 3.6426% $ 6,864.43
07/21/21 3.92 -0.2544% 4.1632% $ 8,182.77
07/22/21 4.00 1.9893% 3.6426% $ 7,141.27
07/23/21 4.05 1.1503% 3.6426% $ 7,283.33
07/26/21 4.08 0.7911% 3.6426% $ 7,367.11
07/27/21 3.92 -3.8754% 3.6426% $ 7,425.39
07/28/21 3.94 0.5103% 3.6426% $ 7,137.62
07/29/21 4.06 2.9957% 3.6426% $ 7,174.05
07/30/21 3.91 -3.5494% 3.6426% $ 7,388.96
08/02/21 3.96 1.1500% 3.6426% $ 7,126.70
08/03/21 4.06 2.5771% 3.6426% $ 7,208.65
08/04/21 4.15 2.2906% 3.6426% $ 7,394.43
08/05/21 4.16 0.1445% 3.6426% $ 7,563.81
08/06/21 4.13 -0.6011% 3.6426% $ 7,574.73
08/09/21 4.04 -2.2496% 3.6426% $ 7,529.20
08/10/21 4.11 1.6580% 3.6426% $ 7,359.82
08/11/21 4.06 -1.2658% 3.6426% $ 7,481.85
08/12/21 3.91 -3.5256% 3.0765% $ 6,239.08
08/13/21 3.85 -1.6356% 3.0765% $ 6,019.12
08/16/21 3.94 2.4162% 3.0765% $ 5,920.67
08/17/21 3.83 -2.8666% 3.0765% $ 6,063.72
08/18/21 3.82 -0.1828% 3.0765% $ 5,889.90
08/19/21 3.86 0.9942% 3.0765% $ 5,879.14
08/20/21 3.84 -0.5959% 3.0765% $ 5,937.59
08/23/21 3.93 2.3977% 3.0765% $ 5,902.21
08/24/21 3.92 -0.3563% 3.0765% $ 6,043.73
08/25/21 3.95 0.8429% 3.0765% $ 6,022.19
08/26/21 4.25 7.5228% 3.0765% $ 6,072.95
08/27/21 4.41 3.9812% 3.6426% $ 7,731.36
08/30/21 4.32 -2.2202% 3.9899% $ 8,805.71
08/31/21 4.41 2.0621% 3.9899% $ 8,610.21
09/01/21 4.64 5.2213% 3.9899% $ 8,787.76
09/02/21 4.63 -0.0863% 4.1632% $ 9,648.21
09/03/21 4.70 1.4252% 4.1632% $ 9,639.88
09/07/21 4.60 -2.1290% 4.1632% $ 9,777.27
09/08/21 4.92 7.0916% 3.9970% $ 9,187.12
09/09/21 5.00 1.5844% 4.3444% $10,693.69
09/10/21 4.96 -0.8598% 4.3444% $10,863.12
09/13/21 5.19 4.6188% 4.3444% $10,769.71
09/14/21 5.28 1.8122% 4.6489% $12,056.99
09/15/21 5.40 2.1587% 4.6489% $12,275.49
09/16/21 5.27 -2.3540% 4.6489% $12,540.48
09/17/21 5.05 -4.0623% 4.6489% $12,245.27
09/20/21 4.96 -1.9588% 4.6489% $11,747.83
09/21/21 4.80 -3.0878% 4.6489% $11,517.71
09/22/21 4.76 -0.8746% 4.6489% $11,162.07
09/23/21 5.03 5.7353% 4.6489% $11,064.44
09/24/21 5.24 4.0532% 5.2470% $13,204.17
09/27/21 5.86 11.8579% 5.2470% $13,739.37
09/28/21 5.85 -0.2219% 5.8031% $16,997.30
09/29/21 5.46 -6.6039% 5.8031% $16,959.58
09/30/21 5.97 9.3790% 5.8031% $15,839.58
10/01/21 5.55 -7.1177% 7.1131% $21,236.29
10/04/21 5.82 4.8684% 7.1131% $19,724.74
10/05/21 6.33 8.8377% 7.1131% $20,685.02
10/06/21 5.71 -9.7314% 7.5885% $24,017.73
10/07/21 5.76 0.8050% 7.5885% $21,680.46
10/08/21 5.61 -2.6736% 7.5885% $21,855.00
10/11/21 5.40 -3.6746% 7.5885% $21,270.68
10/12/21 5.46 1.1852% 7.5885% $20,489.06
10/13/21 5.68 3.8799% 7.5885% $20,731.89
10/14/21 5.65 -0.4757% 7.5885% $21,536.28
10/15/21 5.42 -4.0184% 7.5885% $21,433.83
10/18/21 4.98 -8.1151% 7.5885% $20,572.53
10/19/21 5.06 1.5656% 7.5885% $18,903.06
10/20/21 5.16 1.9565% 7.5885% $19,199.01
10/21/21 5.20 0.7172% 7.5885% $19,574.64
10/22/21 5.31 2.1170% 7.5885% $19,715.03
10/25/21 5.97 12.5330% 7.5885% $20,132.40
10/26/21 5.83 -2.3614% 8.8648% $26,465.73
10/27/21 6.22 6.7067% 8.8648% $25,840.76
10/28/21 5.82 -6.3977% 8.8648% $27,573.82
10/29/21 5.66 -2.7306% 8.8648% $25,809.73
11/01/21 5.33 -5.8263% 8.8648% $25,104.99
11/02/21 5.64 5.7743% 8.8648% $23,642.30
11/03/21 5.96 5.6363% 8.8648% $25,007.47
11/04/21 5.77 -3.2047% 8.8648% $26,416.97
11/05/21 5.73 -0.6760% 8.8648% $25,570.39
11/08/21 5.49 -4.1710% 8.8648% $25,397.52
11/09/21 5.06 -7.9038% 8.8648% $24,338.18
11/10/21 5.01 -0.8503% 8.8648% $22,414.53
11/11/21 5.22 4.1284% 8.8648% $22,223.94
11/12/21 4.88 -6.6271% 8.8648% $23,141.44
11/15/21 5.14 5.4359% 8.8648% $21,607.84
11/16/21 5.25 2.0428% 8.8648% $22,782.42
11/17/21 4.99 -4.8046% 8.8648% $23,247.82
11/18/21 5.00 0.0601% 8.8648% $22,130.86
11/19/21 5.16 3.1825% 8.8648% $22,144.16
11/22/21 4.86 -5.8196% 8.8648% $22,848.91
11/23/21 5.07 4.4078% 8.8648% $21,519.19
11/24/21 5.08 0.1973% 8.8648% $22,467.72
11/26/21 5.50 8.2497% 8.8648% $22,512.05
11/29/21 4.88 -11.2223% 8.8648% $24,369.21
11/30/21 4.61 -5.6136% 8.8648% $21,634.43
12/01/21 4.27 -7.3367% 8.8648% $20,419.96
12/02/21 4.11 -3.7011% 8.8648% $18,921.82
12/03/21 4.09 -0.4135% 8.8648% $18,221.50
12/06/21 3.68 -10.0391% 8.8648% $18,146.15
12/07/21 3.73 1.3576% 8.8648% $16,324.45
12/08/21 3.82 2.2502% 8.8648% $16,546.07
12/09/21 3.79 -0.6550% 8.8648% $16,918.38
12/10/21 3.89 2.5316% 8.8648% $16,807.58
12/13/21 3.83 -1.5947% 8.8648% $17,233.08
12/14/21 3.79 -1.0193% 8.8648% $16,958.28
12/15/21 3.82 0.9770% 8.8648% $16,785.41
12/16/21 3.78 -1.1506% 8.8648% $16,949.41
12/17/21 3.67 -2.9365% 8.8648% $16,754.39
12/20/21 3.84 4.6062% 8.8648% $16,262.39
12/21/21 3.87 0.8338% 8.8648% $17,011.46
12/22/21 3.97 2.5840% 8.2791% $16,019.98
12/23/21 3.73 -5.9698% 8.2791% $16,433.93
12/27/21 4.05 8.4918% 8.2791% $15,452.86
12/28/21 4.07 0.3704% 8.2618% $16,730.07
12/29/21 3.99 -1.7466% 8.2618% $16,792.04
12/30/21 3.47 -13.1447% 8.2618% $16,498.74
12/31/21 3.59 3.4592% 6.7838% $11,766.57
01/03/22 3.67 2.2569% 6.7838% $12,173.60
01/04/22 3.62 -1.4714% 6.7838% $12,448.34
01/05/22 3.68 1.6316% 6.7838% $12,265.18
01/06/22 3.70 0.7619% 6.7838% $12,465.30
01/07/22 3.74 0.9992% 6.7838% $12,560.28
01/10/22 3.86 3.2620% 6.7838% $12,685.78
01/11/22 3.93 1.8643% 6.7838% $13,099.59
01/12/22 4.28 8.8205% 6.7838% $13,343.81
01/13/22 4.01 -6.3537% 8.2618% $17,684.31
01/14/22 4.04 0.7234% 8.2618% $16,560.71
01/18/22 4.08 1.0154% 8.2618% $16,680.50
01/19/22 3.84 -5.7612% 8.2618% $16,849.87
01/20/22 3.68 -4.3704% 8.2618% $15,879.11
01/21/22 3.75 2.0403% 6.7838% $12,468.69
01/24/22 3.82 1.8395% 6.7838% $12,723.09
01/25/22 3.88 1.5707% 5.8980% $11,265.27
01/26/22 4.00 3.0928% 5.8980% $11,442.21
01/27/22 4.34 8.4500% 5.8980% $11,796.09
01/28/22 4.69 8.1143% 8.2597% $17,915.23
01/31/22 4.91 4.6269% 8.2597% $19,368.93
02/01/22 4.88 -0.5502% 8.2597% $20,265.11
02/02/22 5.41 10.9016% 8.2597% $20,153.60
02/03/22 4.93 -8.8692% 8.4521% $22,871.36
02/04/22 4.56 -7.6440% 8.4521% $20,842.86
02/07/22 4.28 -6.0154% 8.4521% $19,249.64
02/08/22 4.21 -1.6351% 8.4521% $18,091.70
02/09/22 4.03 -4.2270% 8.4521% $17,795.88
02/10/22 3.94 -2.2564% 8.4521% $17,043.64
02/11/22 4.00 1.4713% 8.4521% $16,659.07
02/14/22 4.18 4.5500% 8.4521% $16,904.18
02/15/22 4.39 5.0215% 8.4521% $17,673.32
02/16/22 4.63 5.4645% 8.4521% $18,560.79
02/17/22 4.51 -2.5691% 8.4521% $19,575.04
02/18/22 4.45 -1.4403% 8.4521% $19,072.14
02/22/22 4.50 1.0791% 8.4521% $18,797.45
02/23/22 4.59 2.1797% 8.4521% $19,000.30
02/24/22 4.67 1.5890% 8.4521% $19,414.45
02/25/22 4.50 -3.5997% 8.4521% $19,722.96
02/28/22 4.42 -1.6893% 8.4521% $19,012.98
03/01/22 4.61 4.2957% 8.4521% $18,691.80
03/02/22 4.81 4.2055% 8.4521% $19,494.75
03/03/22 4.75 -1.1442% 8.4521% $20,314.60
03/04/22 4.93 3.7879% 8.4521% $20,082.17
03/07/22 4.83 -2.0276% 8.4521% $20,842.86
03/08/22 4.62 -4.3667% 8.4521% $20,420.25
03/09/22 4.56 -1.2551% 8.4521% $19,528.56
03/10/22 4.69 2.7833% 8.4521% $19,283.45
03/11/22 4.81 2.5373% 8.4521% $19,820.15
03/14/22 4.71 -2.0171% 8.4521% $20,323.05
03/15/22 4.67 -0.9126% 8.4521% $19,913.13
03/16/22 4.79 2.5273% 8.4521% $19,731.41
03/17/22 4.96 3.6766% 8.4521% $20,230.08
03/18/22 4.94 -0.4836% 8.4521% $20,973.87
03/21/22 4.98 0.8099% 8.4521% $20,872.44
03/22/22 5.18 4.0370% 8.4521% $21,041.48
03/23/22 5.17 -0.1351% 8.4521% $21,890.92
03/24/22 5.46 5.5480% 8.1311% $21,031.15
03/25/22 5.58 2.1429% 8.1311% $22,197.96
03/28/22 5.48 -1.6676% 8.1311% $22,673.63
03/29/22 5.33 -2.8629% 8.1311% $22,295.54
03/30/22 5.57 4.5241% 8.1311% $21,657.24
03/31/22 5.63 1.0417% 8.1311% $22,637.04
04/01/22 5.72 1.7064% 8.1311% $22,872.84
04/04/22 5.78 1.0486% 8.1311% $23,263.14
04/05/22 6.09 5.2577% 8.1311% $23,507.07
04/06/22 6.09 0.0986% 8.1311% $24,743.00
04/07/22 6.39 4.8424% 8.1311% $24,767.40
04/08/22 6.32 -1.0020% 8.1311% $25,966.74
04/11/22 6.70 5.9465% 5.6764% $17,945.79
04/12/22 6.69 -0.0896% 6.0549% $20,281.00
04/13/22 7.04 5.1397% 6.0549% $20,262.84
04/14/22 7.32 4.0358% 6.0549% $21,304.29
04/18/22 7.77 6.1194% 6.0549% $22,164.09
04/19/22 7.26 -6.6032% 6.2191% $24,158.21
04/20/22 6.83 -5.9399% 6.2191% $22,563.01
04/21/22 6.93 1.5385% 6.2191% $21,222.78
04/22/22 6.47 -6.7100% 6.2191% $21,549.29
04/25/22 6.82 5.4602% 6.2191% $20,103.34
04/26/22 6.84 0.3373% 5.9552% $20,301.23
04/27/22 7.08 3.4790% 5.5680% $19,045.22
04/28/22 7.05 -0.3532% 5.5680% $19,707.81
04/29/22 7.37 4.4088% 5.5680% $19,638.21
05/02/22 7.63 3.6117% 5.4687% $20,138.34
05/03/22 7.90 3.5382% 5.4687% $20,865.67
05/04/22 8.42 6.5561% 5.4687% $21,603.94
05/05/22 8.86 5.2144% 5.5680% $23,438.34
05/06/22 8.04 -9.1894% 5.5680% $24,660.51
05/09/22 7.12 -11.4868% 5.5680% $22,394.35
05/10/22 7.39 3.8202% 5.5680% $19,821.95
05/11/22 7.74 4.7348% 5.5680% $20,579.19
05/12/22 7.75 0.1550% 5.5680% $21,553.59
05/13/22 7.72 -0.4127% 5.5680% $21,586.99
05/16/22 8.07 4.5325% 5.5680% $21,497.91
05/17/22 8.40 4.0758% 5.5680% $22,472.30
05/18/22 8.35 -0.6309% 5.5680% $23,388.23
05/19/22 8.20 -1.8328% 5.5680% $23,240.68
05/20/22 8.15 -0.5613% 5.5680% $22,814.73
05/23/22 8.82 8.2219% 5.5680% $22,686.67
05/24/22 8.88 0.6350% 5.9552% $26,259.39
05/25/22 8.99 1.2845% 5.9552% $26,426.14
05/26/22 8.83 -1.8245% 5.9552% $26,765.58
05/27/22 8.71 -1.3258% 5.9552% $26,277.26
05/31/22 8.28 -4.9265% 5.9552% $25,928.88
06/01/22 8.77 5.9307% 5.9552% $24,651.49
06/02/22 8.42 -3.9567% 5.9552% $26,113.49
06/03/22 8.54 1.3772% 5.9552% $25,080.27
06/06/22 9.33 9.3102% 5.9552% $25,425.67
06/07/22 9.34 0.1071% 6.1412% $28,661.07
06/08/22 8.61 -7.8767% 6.1412% $28,691.78
06/09/22 9.00 4.5888% 6.1412% $26,431.81
06/10/22 8.76 -2.7546% 6.1412% $27,644.70
06/13/22 8.67 -1.0166% 6.1412% $26,883.19
06/14/22 7.26 -16.2359% 6.1412% $26,609.91
06/15/22 7.54 3.8711% 6.1412% $22,289.56
06/16/22 7.43 -1.4589% 6.1412% $23,152.40
06/17/22 7.01 -5.7201% 6.1412% $22,814.63
06/21/22 6.83 -2.4411% 6.1412% $21,509.62
06/22/22 6.83 -0.0878% 6.1412% $20,984.55
06/23/22 6.21 -9.0510% 6.1412% $20,966.13
06/24/22 6.18 -0.5636% 6.1412% $19,068.49
06/27/22 6.39 3.4818% 6.1412% $18,961.02
06/28/22 6.51 1.8623% 6.1412% $19,621.20
06/29/22 6.41 -1.4595% 6.1412% $19,986.60
06/30/22 5.49 -14.4060% 6.1412% $19,694.89
07/01/22 5.60 2.0765% 6.1412% $16,857.65
07/05/22 5.42 -3.2477% 6.1412% $17,207.70
07/06/22 5.53 1.8997% 6.1412% $16,648.85
07/07/22 6.16 11.5294% 6.1412% $16,965.12
07/08/22 6.00 -2.6290% 6.6394% $20,456.05
07/11/22 6.42 6.9167% 6.6394% $19,918.26
07/12/22 6.13 -4.4583% 6.9819% $22,394.53
07/13/22 6.49 5.9227% 6.9819% $21,396.11
07/14/22 6.57 1.1399% 6.9819% $22,663.33
07/15/22 7.04 7.2647% 6.9819% $22,921.67
07/18/22 7.34 4.2312% 7.3126% $25,751.16
07/19/22 7.19 -2.0297% 7.3126% $26,840.73
07/20/22 7.75 7.7308% 7.3126% $26,295.95
07/21/22 7.76 0.1420% 7.7554% $30,044.28
07/22/22 8.18 5.4646% 7.7554% $30,086.94
07/25/22 8.64 5.5481% 7.7554% $31,731.08
07/26/22 8.71 0.8220% 7.7554% $33,491.54
07/27/22 8.58 -1.4699% 7.7554% $33,766.86
07/28/22 8.16 -4.8601% 7.7554% $33,270.51
07/29/22 8.29 1.5068% 7.7554% $31,653.52
08/01/22 8.21 -0.8810% 7.7554% $32,130.48
08/02/22 7.69 -6.4045% 7.7554% $31,847.41
08/03/22 8.30 8.0005% 7.7554% $29,807.74
08/04/22 8.14 -1.9393% 8.0116% $33,256.10
08/05/22 8.01 -1.6706% 8.0116% $32,611.17
08/08/22 7.66 -4.3598% 8.0116% $32,066.38
08/09/22 7.84 2.3903% 8.0116% $30,668.36
08/10/22 8.23 4.9496% 8.0116% $31,401.42
08/11/22 8.71 5.8588% 8.0116% $32,955.67
08/12/22 8.78 0.8152% 8.0116% $34,886.46
08/15/22 8.81 0.3645% 8.0116% $35,170.87
08/16/22 9.35 6.1394% 8.0116% $35,299.06
08/17/22 9.18 -1.8283% 8.0116% $37,466.19
08/18/22 9.19 0.0327% 8.0116% $36,781.20
08/19/22 9.28 1.0343% 7.7443% $35,565.69
08/22/22 9.76 5.1724% 7.7443% $35,933.54
08/23/22 9.25 -5.1844% 7.7443% $37,792.17
08/24/22 9.24 -0.1513% 7.7443% $35,832.86
08/25/22 9.36 1.2879% 7.7443% $35,778.65
08/26/22 9.32 -0.4167% 7.7443% $36,239.44
08/29/22 9.37 0.5258% 7.7443% $36,088.43
08/30/22 9.13 -2.5616% 7.7443% $36,278.16
08/31/22 9.21 0.8544% 7.7443% $35,348.85
09/01/22 9.24 0.3150% 7.2880% $33,550.32
09/02/22 8.96 -2.9667% 7.2880% $33,656.00
09/06/22 8.10 -9.6742% 7.2880% $32,657.54
09/07/22 7.91 -2.2730% 7.2880% $29,498.19
09/08/22 8.02 1.3652% 7.2880% $28,827.69
09/09/22 8.09 0.8854% 7.2880% $29,221.25
09/12/22 8.43 4.2398% 7.2880% $29,479.97
09/13/22 8.44 0.1067% 7.2880% $30,729.86
09/14/22 9.14 8.2919% 7.2880% $30,762.66
09/15/22 8.34 -8.7289% 7.7443% $35,399.18
09/16/22 7.86 -5.7526% 7.7443% $32,309.21
09/19/22 7.92 0.7121% 7.7443% $30,450.58
09/20/22 7.80 -1.5025% 7.7443% $30,667.42
09/21/22 7.79 -0.1154% 7.7443% $30,206.63
09/22/22 7.29 -6.4168% 7.7443% $30,171.78
09/23/22 7.01 -3.8810% 7.7443% $28,235.71
09/26/22 7.04 0.3995% 7.7443% $27,139.89
09/27/22 6.77 -3.7942% 7.7443% $27,248.31
09/28/22 7.02 3.7223% 7.7443% $26,214.45
09/29/22 6.89 -1.8513% 7.7443% $27,190.23
09/30/22 6.83 -0.9576% 7.7443% $26,686.85
10/03/22 6.51 -4.5854% 7.2880% $24,873.95
10/04/22 6.83 4.8979% 7.2880% $23,733.38
10/05/22 6.93 1.3612% 7.2880% $24,895.82
10/06/22 6.87 -0.8231% 7.2880% $25,234.71
10/07/22 6.61 -3.7857% 7.2880% $25,027.00
10/10/22 6.52 -1.2863% 7.2880% $24,079.56
10/11/22 6.59 1.0731% 6.2189% $20,283.03
10/12/22 6.44 -2.3206% 6.2189% $20,500.70
10/13/22 6.69 3.8043% 6.2189% $20,024.95
10/14/22 6.48 -3.1264% 5.8728% $19,629.79
10/17/22 5.99 -7.5355% 5.8728% $19,016.09
10/18/22 5.69 -4.9599% 5.8728% $17,583.13
10/19/22 5.44 -4.3578% 5.8728% $16,711.02
10/20/22 5.32 -2.3516% 5.8728% $15,982.79
10/21/22 4.99 -6.0771% 5.8728% $15,606.93
10/24/22 5.17 3.6458% 5.8728% $14,658.48
10/25/22 5.73 10.7654% 5.8728% $15,192.90
10/26/22 5.74 0.0698% 6.2324% $17,858.98
10/27/22 5.44 -5.1787% 6.2324% $17,871.45
10/28/22 6.06 11.3829% 5.8728% $15,968.11
10/31/22 6.56 8.2549% 6.2470% $18,918.98
11/01/22 6.18 -5.8106% 8.2568% $27,069.79
11/02/22 6.52 5.6023% 8.2568% $25,496.87
11/03/22 6.29 -3.5879% 8.2568% $26,925.29
11/04/22 6.83 8.6196% 8.2568% $25,959.25
11/07/22 7.05 3.2064% 8.3083% $28,372.71
11/08/22 6.60 -6.4406% 8.3083% $29,282.46
11/09/22 6.32 -4.2456% 8.3083% $27,396.49
11/10/22 6.53 3.4679% 8.3083% $26,233.33
11/11/22 6.31 -3.4741% 8.3083% $27,143.09
11/14/22 6.43 1.9978% 8.3083% $26,200.10
11/15/22 6.51 1.2280% 8.3083% $26,723.52
11/16/22 6.61 1.4896% 8.3083% $27,051.69
11/17/22 6.78 2.5722% 8.3083% $27,454.64
11/18/22 6.79 0.2213% 8.3083% $28,160.85
11/21/22 7.16 5.4313% 8.3083% $28,223.16
11/22/22 7.54 5.1934% 8.3083% $29,756.03
11/23/22 7.76 2.9861% 8.3083% $31,301.37
11/25/22 7.22 -6.9588% 8.3083% $32,236.05
11/28/22 7.33 1.5512% 8.3083% $29,992.82
11/29/22 7.27 -0.7911% 8.3083% $30,458.08
11/30/22 6.97 -4.2205% 8.3083% $30,217.14
12/01/22 6.83 -1.9090% 8.3083% $28,941.82 15.0000%
12/02/22 6.22 -8.9552% 8.3083% $28,389.32
12/05/22 5.62 -9.6111% 8.3083% $25,847.00 10.0000%
12/06/22 5.37 -4.4808% 8.3083% $23,362.83
12/07/22 5.81 8.2278% 8.3083% $22,315.99 5.0000%
12/08/22 5.93 2.0640% 8.3083% $24,152.11
12/09/22 6.31 6.2858% 8.2731% $24,546.42 0.0000%
06/01/21 09/01/21 1
12/12/22 6.52 3.4406% 8.2731% $26,089.37
12/13/22 6.97 6.7597% 8.2731% $26,987.00 -5.0000%
12/14/22 6.36 -8.7437% 8.2731% $28,811.23
12/15/22 6.87 8.0239% 8.2731% $26,292.06 -10.0000%
12/16/22 6.61 -3.7140% 8.2731% $28,401.71
-15.0000%
12/19/22 5.84 -11.6926% 8.2731% $27,346.88
12/20/22 5.36 -8.2391% 8.2731% $24,149.31
-20.0000%
12/21/22 5.48 2.2961% 8.2731% $22,159.62
12/22/22 5.06 -7.6277% 8.2731% $22,668.42
12/23/22 5.13 1.2446% 8.2731% $20,939.33
12/27/22 5.21 1.6390% 8.2731% $21,199.94
12/28/22 4.78 -8.2357% 8.2731% $21,547.41
12/29/22 4.13 -13.6611% 8.2731% $19,772.82
12/30/22 4.08 -1.1146% 8.2731% $17,071.64
R en dinero 99
 Chart Title
15.0000%

10.0000%

5.0000%

0.0000%
06/01/21 09/01/21 12/01/21 03/01/22 06/01/22 09/01/22 12/01/22
-5.0000%

-10.0000%

-15.0000%

-20.0000%

Rends reales VaR

 Paso 1 : calcular los rendimientos de tu portafolio DIARIOS (utilizando 250 o 500 datos para la autoridad o menos

n Paso 2 : Encontrar el percentil "n" mas bajo si estas en long entu posicion o tu percentin "n" mas alto si estas en s
que es el percertil = es el dato mas alto o mas bajo de acuerdo al nivel de confianzas que estas trab

ejemplo: si tengo 100 datos y mi nivel de confianza es del 95%

datos para la autoridad o menos

rcentin "n" mas alto si estas en short en tu pocision

vel de confianzas que estas trabajando y la cantidad de datos
 Eres el trader de un desk de energía y le vendiste forwards de gas natural a un cliente
por un nocional de 50 mil MMBTUS (en español 50 mil unidades en que se negocia el gas natural)
aunque se trata de 18 forwards (1 para cada mes y van venciendo conforme transcurre el tiempo)
para simplificar el ejercicio asume que tu exposure es constante a lo largo del timpo

Calcular el VaR de tu posición para cada día de junio 2021 a al cierre de 2022 con:
- Método histórico 250 datos, nivel de confianza 95%
- Método histórico 60 datos, nivel de confianza 95%

VaR se expresa en DINERO o en PORCENTAJE

Ejemplo, VaR de todo el portafolio es de 2.38%
Ejemplo, VaR de la mesa de derivados es de 3.7 millones de pesos

vendo corto o short = la distribucion es de positivos mayores es la que interesa

compro largo o long = me afectan la bajadas de sitribucion de negativos menores
cia el gas natural)
scurre el tiempo)