Weird values at VaR and Expected Shortfall

Q&A
1

Realised my VaR is 199.54% and Expected Shortfall is 100% for my US portfolio. My SG portfolio value looks normal though. Am I doing anything wrong? Or it is really this high?

2

Hi,

Sorry for the late reply. I took a quick look at it. One potential reason is due to USX:XL where it is polluted by previous company that is using the same ticker. I will investigate further and find a solution to it.

Thanks,
Evan

3

Okay. I believe I have fixed it. Please verify.

Thank you for reporting!

4

Yeah looks okay now. Thanks Evan!

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