question archive A fund manager announces that the fund's one-month 95% VaR is 6% of the size of the portfolio being managed
A fund manager announces that the fund's one-month 95% VaR is 6% of the size of the portfolio being managed
Subject:BusinessPrice: Bought3
A fund manager announces that the fund's one-month 95% VaR is 6% of the
size of the portfolio being managed. You have an investment of $100,000 in
the fund. How do you interpret the portfolio manager's announcement?
