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?
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.
Okay. I believe I have fixed it. Please verify.
Thank you for reporting!
Yeah looks okay now. Thanks Evan!