Which indicator is used to measure the historical volatility of a financial instrument?
What is the role of the Sortino ratio in volatility analysis?
What is the minimum observation period required for VaR calculation according to the AMF General Regulation?
What is the minimum confidence interval required for Value at Risk (VaR) calculation according to Article 411-77 of the AMF General Regulation?
Value at Risk (VaR)
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Relative VaR can exceed twice the VaR of the reference portfolio according to the AMF General Regulation.
Categorize items by dragging them to the appropriate zones
Items to categorize:
Volatility
Market risk
Active management
A tracking error close to zero indicates active management that is significantly different from the index.