Isn’t VAR the workings where Std Dev * probability level and thereafter the Expected value – VAR gives the minimum return at the confidence level? Hence for the 6 year period, shouldn’t we first look for the value at risk (VaR) for the 6 years which would be (VaR * root 6) ? You used the Std Dev * root 6

oumairlvh says

Isn’t VAR the workings where Std Dev * probability level and thereafter the Expected value – VAR gives the minimum return at the confidence level?

Hence for the 6 year period, shouldn’t we first look for the value at risk (VaR) for the 6 years which would be (VaR * root 6) ? You used the Std Dev * root 6

jackdunn1294@gmail.com says

What was that drawing at 7:47? 馃榾