1

2
3
4
5
6
7
8
9
10

3
 Algunas características del método de Simulación Hi
Consiste en generar escenarios de los factores de riesgo (tipo de cambio, precio de a
Cada escenario es una ganancia o pérdida hipotética del portafolio.
Aplicable a toda clase de activos, aunque no sean lineales.
No es necesario asumir ninguna distribución de probabilidad específica para los reto
Se requieren grandes bases de datos de precios históricos. Por lo tanto, no aplicable
Para tener un buen estimativo Basilea recomienda mínimo un año de información pa
No es válido extrapolar resultados. El horizonte de tiempo para el VaR calculado es e
No es aplicable la regla de la raíz cuadrada para transformar horizonte de tiempo. Si
Supone que en el futuro inmediato se reflejará el pasado reciente. Se asume algún g
Única muestra: los datos históricos permiten realizar una sola simulación.
Sensible al período de tiempo usado. Si se usan muestras pequeñas, le estaríamos d
No es necesario calcular volatilidades y correlaciones. Están implícitas en los datos y

Procedimiento MSH para 1 activo

A partir de la serie histórica de precios, calcular la serie rentabilidades históricas 𝑟𝑡.

Aplicar el valor actual de la inversión 𝑉𝑜 a la serie de rentabilidades, y calcular para c

Ordenar esta nueva serie de menor a mayor y escoger el VaR para el nivel de confian
r de la información observada en un determinado período de tiempo.

no paramétrico.
que carecen de historia).

dades utilizadas. Por ejemplo: Si las rentabilidades son diarias, entonces el VaR calculado es
orizonte temporal, se deben calcular rentabilidades para el horizonte de tiempo de interés.

ente, y podríamos ignorar acontecimientos extremos y subestimar la volatilidad futura.

𝐿𝑡 de ganancias o pérdidas:

ntinuación:
es el VaR calculado es diario.
e tiempo de interés.

olatilidad futura.
 INVERSIONES(VPN) 1200

PRECIOS RENTABILIDADES Ganancias o pérdidas=G/P=Lt

FECHAS BANCOLOMBIA BANCOLOMBIA BANCOLOMBIA

18/2/2020 43900
1 G/P ordenadas
19/2/2020 44180
2 0.00635787791084549 7.62945349301458 -238.7553037404
20/2/2020 43860
3 -0.007269455002229 -8.72334600267475 -186.3985466797
4 21/2/2020 40520 -0.0792070636092595 -95.0484763311114 -161.4370715491
5 24/2/2020 40080 -0.0109182226038733 -13.101867124648 -117.2722689633
6 25/2/2020 40340 0.00646607574945636 7.75929089934763 -95.04847633111
7 26/2/2020 39680 -0.0164962501093937 -19.7955001312724 -90.22245814881
8 27/2/2020 39500 -0.0045466105095958 -5.45593261151501 -89.13186491879
9 28/2/2020 39000 -0.0127390257774297 -15.2868309329157 -86.63554944539
10 2/3/2020 38120 -0.0228225673436451 -27.3870808123741 -73.72953806759
11 3/3/2020 36740 -0.0368729989990218 -44.2475987988261 -70.90669964401
12 4/3/2020 37500 0.0204748531893855 24.5698238272626 -65.89890911534
13 5/3/2020 37540 0.00106609818199773 1.27931781839728 -65.05089036326
14 6/3/2020 36700 -0.0226302760978381 -27.1563313174058 -64.9952841786
15 9/3/2020 31420 -0.15533212223305 -186.398546679659 -61.82241458716
16 10/3/2020 31720 0.00950276393917211 11.4033167270065 -57.98229272497
17 11/3/2020 29900 -0.0590889163700064 -70.9066996440077 -57.26925792791
18 12/3/2020 28600 -0.0444517625708338 -53.3421150850006 -54.03430925787
19 16/3/2020 23440 -0.198962753116995 -238.755303740394 -54.0151380976
20 17/3/2020 22880 -0.0241807981972147 -29.0169578366577 -53.342115085
21 18/3/2020 20000 -0.134530892957606 -161.437071549127 -52.82026250013
22 19/3/2020 20100 0.00498754151103897 5.98504981324676 -51.87723691132
23 20/3/2020 18700 -0.0721962912044891 -86.635549445387 -50.31793037633
24 24/3/2020 18500 -0.0107527917762619 -12.9033501315142 -45.53006108602
25 25/3/2020 22000 0.173271721274037 207.926065528844 -45.47496364463
26 26/3/2020 25800 0.159332038569256 191.198446283107 -44.24759879883
27 27/3/2020 25700 -0.0038835000263976 -4.66020003167716 -42.80289144808
28 30/3/2020 25040 -0.0260164456692764 -31.2197348031316 -42.64773053965
29 31/3/2020 25080 0.00159616953282213 1.91540343938656 -40.05028304887
30 1/4/2020 24000 -0.0440168854167743 -52.8202625001292 -40.02081040018
31 2/4/2020 23800 -0.0083682496705166 -10.0418996046199 -34.7850442479
32 3/4/2020 23800 0 0 -33.92838860558
33 6/4/2020 25400 0.0650635933470619 78.0763120164743 -33.40175879213
34 7/4/2020 26000 0.0233473639969911 28.0168367963893 -33.11898522111
35 8/4/2020 26100 0.00383877630716567 4.6065315685988 -32.10893900346
36 13/4/2020 26960 0.0324189717154585 38.9027660585502 -31.88043286167
37 14/4/2020 26720 -0.0089419373756613 -10.7303248507935 -31.58076998085
38 15/4/2020 26800 0.00298953884836599 3.58744661803918 -31.21973480313
39 16/4/2020 26880 0.00298062813813772 3.57675376576526 -29.65475738819
40 17/4/2020 26500 -0.0142377826627723 -17.0853391953267 -29.39696592047
41 20/4/2020 26200 -0.0113853222251254 -13.6623866701504 -29.24744927616
42 21/4/2020 24800 -0.0549157575961147 -65.8989091153376 -29.01695783666
43 22/4/2020 24780 -0.0008067769699401 -0.968132363928175 -27.54219261384
44 23/4/2020 24500 -0.0113637586503151 -13.6365103803781 -27.38708081237
45 24/4/2020 23040 -0.0614412817229909 -73.729538067589 -27.15633131741
46 27/4/2020 24500 0.0614412817229908 73.729538067589 -26.95679857099
47 28/4/2020 25500 0.0400053346136992 48.0064015364391 -26.84175283269
48 29/4/2020 25020 -0.0190029471256154 -22.8035365507384 -25.96701012418
49 30/4/2020 25320 0.0119190922372103 14.3029106846523 -25.84862606647
50 4/5/2020 24140 -0.04772438160659 -57.269257927908 -25.71526974708
51 5/5/2020 23780 -0.0150253244067496 -18.0303892880996 -24.57423761225
52 6/5/2020 23000 -0.0333506753334861 -40.0208104001833 -24.40762108455
53 7/5/2020 24240 0.052509945271964 63.0119343263568 -24.3021671382
54 8/5/2020 24000 -0.0099503308531681 -11.9403970238017 -23.38358609086
55 11/5/2020 23600 -0.0168071183163813 -20.1685419796575 -22.80353655074
56 12/5/2020 23500 -0.0042462908814511 -5.09554905774132 -21.39440785396
57 13/5/2020 22260 -0.0542090753027146 -65.0508903632575 -21.35480875814
58 14/5/2020 21480 -0.0356690762067348 -42.8028914480817 -20.83557923975
59 15/5/2020 21520 0.00186046565291967 2.2325587835036 -20.74423517056
60 18/5/2020 22240 0.032909734088798 39.4916809065575 -20.16854197966
61 19/5/2020 21620 -0.0282736571713195 -33.9283886055833 -19.99252907173
62 20/5/2020 21520 -0.0046360769174786 -5.56329230097425 -19.91353480662
63 21/5/2020 21700 0.0083295252528302 9.99543030339624 -19.79550013127
64 22/5/2020 21220 -0.0223681273605768 -26.8417528326921 -19.42447833079
65 26/5/2020 22300 0.0496425452802359 59.5710543362831 -18.0303892881
66 27/5/2020 23980 0.072633471133295 87.160165359954 -17.45485320285
67 28/5/2020 23700 -0.0117451014582827 -14.0941217499392 -17.26096565837
68 29/5/2020 25000 0.0534007767271152 64.0809320725383 -17.08533919533
69 1/6/2020 25020 0.00079968017056424 0.959616204677093 -17.06189880274
70 2/6/2020 25000 -0.0007996801705643 -0.959616204677148 -16.4011664744
71 3/6/2020 26800 0.0695260626486103 83.4312751783324 -16.21002002975
72 4/6/2020 27320 0.0192171471857784 23.060576622934 -15.81571493329
73 5/6/2020 28600 0.0457876831232176 54.9452197478611 -15.28683093292
74 8/6/2020 29600 0.0343676435042078 41.2411722050494 -15.10453860657
75 9/6/2020 29000 -0.0204785313435407 -24.5742376122488 -14.99468242265
76 10/6/2020 26300 -0.0977268908027551 -117.272268963306 -14.49876679229
77 11/6/2020 25220 -0.0419316086469453 -50.3179303763344 -14.48709748112
78 12/6/2020 25700 0.0188536613644006 22.6243936372807 -14.37142925606
79 16/6/2020 25500 -0.0078125397367936 -9.37504768415235 -14.29533781949
80 17/6/2020 25360 -0.0055053225953553 -6.60638711442635 -14.09412174994
81 18/6/2020 25600 0.00941922191649156 11.3030662997899 -13.66238667015
82 19/6/2020 27380 0.0672204683747861 80.6645620497433 -13.65933730474
83 23/6/2020 25420 -0.0742765540989948 -89.1318649187937 -13.63651038038
84 24/6/2020 25000 -0.0166604408931072 -19.9925290717286 -13.10186712465
85 25/6/2020 24740 -0.0104544579038589 -12.5453494846306 -13.00554622706
86 26/6/2020 23820 -0.0378958030371878 -45.4749636446254 -12.90335013151
87 30/6/2020 23940 0.00502513620267298 6.03016344320758 -12.54534948463
88 1/7/2020 24000 0.00250313021811847 3.00375626174217 -12.50942080306
89 2/7/2020 24100 0.00415801014866368 4.98961217839641 -12.26586488585
90 3/7/2020 24940 0.0342610997552812 41.1133197063374 -12.24981191103
 91 6/7/2020 24440 -0.0202518059484958 -24.302167138195 -11.98270546194
92 7/7/2020 24120 -0.0131797624444098 -15.8157149332918 -11.9403970238
93 8/7/2020 25500 0.0556370803053957 66.7644963664748 -11.63041295181
94 9/7/2020 24800 -0.027834798993444 -33.4017587921328 -11.57734458788
95 10/7/2020 24980 0.00723185152649519 8.67822183179422 -10.73032485079
96 13/7/2020 24680 -0.0120823056602445 -14.4987667922934 -10.5462072397
97 14/7/2020 24120 -0.0229518271782024 -27.5421926138429 -10.33004944392
98 15/7/2020 23860 -0.0108379551892146 -13.0055462270576 -10.2711040748
99 16/7/2020 24320 0.0190956404281962 22.9147685138354 -10.20280835619
100 17/7/2020 24440 0.00492207720542823 5.90649264651388 -10.04189960462
101 21/7/2020 24560 0.00489796897554716 5.87756277065659 -10.04189960462
102 22/7/2020 24900 0.0137487001917201 16.4984402300641 -9.76938910044
103 23/7/2020 25480 0.0230260272333006 27.6312326799608 -9.375047684152
104 24/7/2020 25480 0 0 -8.863396881275
105 27/7/2020 26380 0.034712316585206 41.6547799022472 -8.723346002675
106 28/7/2020 26340 -0.0015174509740336 -1.82094116884033 -8.140880842973
107 29/7/2020 26500 0.00605603667704161 7.26724401244993 -7.006717485237
108 30/7/2020 26400 -0.0037807228399061 -4.53686740788725 -6.960576360529
109 31/7/2020 26800 0.0150378773645405 18.0454528374486 -6.835461520375
110 3/8/2020 25620 -0.0450285910482228 -54.0343092578673 -6.606387114426
111 4/8/2020 25000 -0.0244974716003875 -29.396965920465 -6.529359288098
112 5/8/2020 25340 0.0135083500247923 16.2100200297508 -5.94551174962
113 6/8/2020 25000 -0.0135083500247922 -16.2100200297506 -5.925937968699
114 10/8/2020 25400 0.0158733491562902 19.0480189875482 -5.563292300974
115 11/8/2020 24780 -0.0247122978234945 -29.6547573881934 -5.455932611515
116 12/8/2020 24800 0.00080677696994011 0.968132363928132 -5.095549057741
117 13/8/2020 25500 0.0278347989934441 33.4017587921329 -4.792338637764
118 14/8/2020 25140 -0.0142182490022791 -17.061898802735 -4.774829956918
119 18/8/2020 25520 0.0150022553144878 18.0027063773853 -4.727517604896
120 19/8/2020 25100 -0.0165946123388509 -19.9135348066211 -4.660200031677
121 20/8/2020 25520 0.0165946123388508 19.913534806621 -4.536867407887
122 21/8/2020 25620 0.00391083799199916 4.69300559039899 -4.006681518618
123 24/8/2020 26200 0.022386114298463 26.8633371581556 -3.864737640051
124 25/8/2020 26800 0.0226424767497598 27.1709720997117 -3.423682778888
125 26/8/2020 27000 0.00743497848751799 8.92197418502159 -1.82094116884
126 27/8/2020 26720 -0.0104245173358841 -12.5094208030609 -1.759531107033
127 28/8/2020 26700 -0.0007487832622411 -0.898539914689348 -1.334074623229
128 31/8/2020 26000 -0.0265670273847217 -31.8804328616661 -1.193831967144
129 1/9/2020 27400 0.0524464753725425 62.935770447051 -0.968132363928
130 2/9/2020 27700 0.0108893997992683 13.067279759122 -0.960384204923
131 3/9/2020 27300 -0.0145457110023788 -17.4548532028545 -0.959616204677
132 4/9/2020 27260 -0.0014662759225275 -1.75953110703299 -0.898539914689
133 7/9/2020 27380 0.00439239359191625 5.2708723102995 0
134 8/9/2020 27040 -0.0124955686855395 -14.9946824226474 0
135 9/9/2020 27300 0.00956945101615067 11.4833412193808 0
136 10/9/2020 26520 -0.0289875368732523 -34.7850442479028 0
137 11/9/2020 26160 -0.0136676387286638 -16.4011664743965 0
138 14/9/2020 25600 -0.0216391751034812 -25.9670101241774 0.7960199296872
139 15/9/2020 25340 -0.0102081765925238 -12.2498119110285 0.9467456112385
140 16/9/2020 25360 0.0007889546760321 0.94674561123852 0.9596162046771
141 17/9/2020 25700 0.0133178623321489 15.9814347985786 0.9681323639281
142 18/9/2020 26200 0.019268418865877 23.1221026390524 1.2793178183973
143 21/9/2020 25340 -0.0333752358740582 -40.0502830488699 1.4131503105163
144 22/9/2020 24800 -0.0215405217220565 -25.8486260664678 1.4805677387143
145 23/9/2020 25000 0.00803217169726425 9.6386060367171 1.5156301351731
146 24/9/2020 24980 -0.0008003201707692 -0.960384204922986 1.9154034393866
147 25/9/2020 25200 0.00876848981994605 10.5221877839353 1.9339246732099
148 28/9/2020 24900 -0.0119761910467157 -14.3714292560588 1.9433202627636
149 29/9/2020 24460 -0.0178286732116356 -21.3944078539627 2.1132967011574
150 30/9/2020 24280 -0.0073861640677288 -8.86339688127454 2.2325587835036
151 1/10/2020 24160 -0.0049545931246833 -5.94551174962001 2.85763019888
152 2/10/2020 24500 0.0139747444840671 16.7696933808806 3.0037562617422
153 5/10/2020 24290 -0.0086083745366002 -10.3300494439202 3.1641415827641
154 6/10/2020 25090 0.0324046173642498 38.8855408370998 3.4354446596126
155 7/10/2020 24660 -0.0172868626421327 -20.7442351705593 3.5767537657653
156 8/10/2020 25460 0.0319260953930623 38.3113144716748 3.5874466180392
157 9/10/2020 25490 0.00117762525876354 1.41315031051625 3.9080910243289
158 13/10/2020 24600 -0.0355397754497069 -42.6477305396483 3.9151747617797
159 14/10/2020 24980 0.0153290617591144 18.3948741109373 4.0336172432459
160 15/10/2020 24300 -0.0275991543509288 -33.1189852211146 4.2477920461488
161 16/10/2020 24330 0.00123380644892857 1.48056773871428 4.6065315685988
162 19/10/2020 25170 0.0339426523517933 40.7311828221519 4.693005590399
163 20/10/2020 25800 0.0247216827803473 29.6660193364168 4.9896121783964
164 21/10/2020 25660 -0.0054411327400813 -6.5293592880976 5.2708723102995
165 22/10/2020 25090 -0.0224639988091594 -26.9567985709913 5.7007233103174
166 23/10/2020 24990 -0.0039936155314699 -4.79233863776385 5.8775627706566
167 26/10/2020 25900 0.0357672238586311 42.9206686303574 5.9064926465139
168 27/10/2020 25690 -0.0081411575836999 -9.76938910043986 5.9850498132468
169 28/10/2020 24400 -0.051518678822636 -61.8224145871633 6.0301634432076
170 29/10/2020 23980 -0.017362982699788 -20.8355792397456 7.2507773471552
171 30/10/2020 24500 0.0214529679513131 25.7435615415757 7.2672440124499
172 3/11/2020 24800 0.0121705356202551 14.6046427443061 7.3673670970646
173 4/11/2020 24990 0.00763209167592444 9.15851001110933 7.6241687666104
174 5/11/2020 25180 0.00757428376934019 9.08914052320823 7.6294534930146
175 6/11/2020 25500 0.0126284235481793 15.1541082578151 7.7592908993476
176 9/11/2020 26780 0.0489768880986461 58.7722657183753 8.1303747056377
177 10/11/2020 26350 -0.0161870652756551 -19.4244783307862 8.6782218317942
178 11/11/2020 26580 0.00869077829772799 10.4289339572736 8.9219741850216
179 12/11/2020 25940 -0.0243728743968014 -29.2474492761617 9.0891405232082
180 13/11/2020 26400 0.0175778312639726 21.0933975167671 9.1585100111093
181 17/11/2020 26560 0.00604231445596266 7.25077734715519 9.6386060367171
182 18/11/2020 27000 0.016430541396096 19.7166496753151 9.9203399346542
183 19/11/2020 26970 -0.0011117288526904 -1.33407462322852 9.9954303033962
184 20/11/2020 27680 0.0259849935978302 31.1819923173963 10.428933957274
185 23/11/2020 28200 0.018611847194599 22.3342166335188 10.522187783935
186 24/11/2020 28300 0.00353982670512399 4.24779204614878 10.546207239695
187 25/11/2020 27700 -0.0214293914558992 -25.715269747079 11.30306629979
188 26/11/2020 27590 -0.0039790249640981 -4.77482995691765 11.403316727007
189 27/11/2020 27590 0 0 11.483341219381
190 30/11/2020 27680 0.00325674252027407 3.90809102432889 11.594293094084
191 1/12/2020 28200 0.018611847194599 22.3342166335188 11.940397023802
192 2/12/2020 28800 0.0210534091978323 25.2640910373987 12.5327509933
193 3/12/2020 29400 0.0206192872027356 24.7431446432827 12.622205029464
194 4/12/2020 30600 0.0400053346136992 48.0064015364391 13.067279759122
195 7/12/2020 30700 0.00326264563481637 3.91517476177964 13.145130004158
196 9/12/2020 32000 0.0414732482065751 49.7678978478901 13.994327697412
197 10/12/2020 31720 -0.0087885060330794 -10.5462072396952 14.238795931801
198 11/12/2020 32000 0.00878850603307934 10.5462072396952 14.302910684652
199 14/12/2020 32700 0.0216391751034812 25.9670101241775 14.604642744306
200 15/12/2020 33730 0.0310125711703511 37.2150854044213 15.154108257815
201 16/12/2020 34010 0.00826694994554514 9.92033993465417 15.281963933806
202 17/12/2020 35200 0.0343914835849474 41.2697803019369 15.981434798579
203 18/12/2020 34900 -0.00855925339567 -10.2711040748039 16.128746324889
204 21/12/2020 33060 -0.0541627368155033 -64.995284178604 16.210020029751
205 22/12/2020 34370 0.0388599984688645 46.6319981626374 16.498440230064
206 23/12/2020 34040 -0.0096477871565692 -11.577344587883 16.769693380881
207 24/12/2020 34100 0.00176108058429782 2.11329670115738 16.822705415197
208 28/12/2020 34500 0.011661939747843 13.9943276974115 18.002706377385
209 29/12/2020 34880 0.0109542750034647 13.1451300041577 18.045452837449
210 30/12/2020 34980 0.00286287054967716 3.43544465961259 18.394874110937
211 4/1/2021 33500 -0.0432310307594352 -51.8772369113223 19.048018987548
212 5/1/2021 35670 0.0627645605397793 75.3174726477352 19.200409615729
213 6/1/2021 34100 -0.0450126150813291 -54.0151380975949 19.716649675315
214 7/1/2021 34310 0.00613947258088719 7.36736709706463 19.913534806621
215 8/1/2021 35100 0.0227642736014617 27.3171283217541 21.093397516767
216 12/1/2021 35000 -0.0028530689824064 -3.42368277888768 22.334216633519
217 13/1/2021 34580 -0.0120725812342692 -14.4870974811231 22.334216633519
218 14/1/2021 34380 -0.0058004803004412 -6.96057636052948 22.624393637281
219 15/1/2021 33100 -0.037941717571686 -45.5300610860231 22.914768513835
220 18/1/2021 33450 0.0105185041912203 12.6222050294644 23.019383300129
221 19/1/2021 32860 -0.0177956739651154 -21.3548087581385 23.060576622934
222 25/1/2021 30480 -0.0751853817906765 -90.2224581488118 23.122102639052
223 26/1/2021 30800 0.0104439591610833 12.5327509933 23.686256789224
224 27/1/2021 30000 -0.0263173083173734 -31.5807699808481 24.569823827263
225 28/1/2021 29900 -0.0033389012655146 -4.00668151861752 24.743144643283
226 29/1/2021 30600 0.0231415285616943 27.7698342740332 24.810238098893
227 1/2/2021 31210 0.0197385473243529 23.6862567892235 25.194523803547
228 2/2/2021 31610 0.0127349699448382 15.2819639338059 25.264091037399
229 3/2/2021 31000 -0.0194863217423801 -23.3835860908561 25.743561541576
230 4/2/2021 31000 0 0 25.967010124178
231 5/2/2021 31500 0.0160003413464411 19.2004096157293 26.863337158156
232 8/2/2021 31650 0.0047506027585978 5.70072331031736 27.170972099712
233 9/2/2021 31690 0.00126302511264427 1.51563013517313 27.317128321754
234 10/2/2021 31510 -0.0056962179336462 -6.83546152037542 27.631232679961
235 11/2/2021 31060 -0.0143841380486422 -17.2609656583707 27.769834274033
236 12/2/2021 30850 -0.0067840673691442 -8.14088084297304 28.016836796389
237 15/2/2021 30900 0.00161943355230298 1.94332026276357 28.640977687972
238 16/2/2021 30900 0 0 29.666019336417
239 17/2/2021 31200 0.00966191091173689 11.5942930940843 31.181992317396
240 18/2/2021 30890 -0.0099855878849463 -11.9827054619356 33.401758792133
241 19/2/2021 31100 0.00677531225469805 8.13037470563766 37.215085404421
242 22/2/2021 31000 -0.0032206147000422 -3.86473764005061 38.311314471675
243 23/2/2021 31050 0.00161160389434161 1.93392467320994 38.8855408371
244 24/2/2021 31800 0.0238674814066435 28.6409776879722 38.90276605855
245 25/2/2021 30300 -0.0483185772708077 -57.9822927249692 39.491680906558
246 1/3/2021 30710 0.0134406219374076 16.1287463248892 40.731182822152
247 2/3/2021 30450 -0.008502340296825 -10.20280835619 41.113319706337
248 3/3/2021 30300 -0.0049382816405826 -5.92593796869908 41.241172205049
249 4/3/2021 30380 0.00263678465230342 3.1641415827641 41.269780301937
250 5/3/2021 30000 -0.0125871155054714 -15.1045386065656 41.654779902247
251 8/3/2021 29750 -0.0083682496705166 -10.0418996046199 42.920668630357
252 9/3/2021 30170 0.014018921179331 16.8227054151972 46.631998162637
253 10/3/2021 30140 -0.0009948599726204 -1.19383196714442 48.006401536439
254 11/3/2021 30160 0.00066334994140597 0.796019929687167 48.006401536439
255 12/3/2021 30520 0.011865663276501 14.2387959318012 49.76789784789
256 15/3/2021 30400 -0.0039395980040802 -4.72751760489624 54.945219747861
257 16/3/2021 30040 -0.011912781516242 -14.2953378194904 58.772265718375
258 17/3/2021 29700 -0.0113827810872801 -13.6593373047361 59.571054336283
259 18/3/2021 29800 0.00336134770270493 4.03361724324591 62.935770447051
260 19/3/2021 29200 -0.0203396842371227 -24.4076210845472 63.011934326357
261 23/3/2021 29810 0.020675198415744 24.8102380988928 64.080932072538
262 24/3/2021 30000 0.00635347397217535 7.62416876661043 66.764496366475
263 25/3/2021 30300 0.00995033085316809 11.9403970238017 73.729538067589
264 26/3/2021 29500 -0.0267574491695493 -32.1089390034592 75.317472647735
265 29/3/2021 29200 -0.010221554071538 -12.2658648858456 78.076312016474
266 30/3/2021 29030 -0.0058389312376975 -7.00671748523704 80.664562049743
267 31/3/2021 28750 -0.0096920107931791 -11.6304129518149 83.431275178332
268 5/4/2021 29360 0.0209954365029554 25.1945238035465 87.160165359954
269 6/4/2021 29430 0.00238135849906665 2.85763019887998 191.19844628311
270 7/4/2021 30000 0.0191828194167739 23.0193833001287 207.92606552885
 Número de rentabilidades 269
Nidel de conf 0.975
J* 6.725 7
BANCOLOMBIA
VaR con k-ésimo 89.1318649187937
VaR con percentil 89.4045132262982
89.1318649187937 El dato que está en esta posición de las 'G/P ordenadas'
 n: número de rentabilidades

Si J* no es entero se aproxima hacia arriba

en esta posición de las 'G/P ordenadas'

 INVERSIONES(VPN) 1200 600 200
0.6 0.3 0.1
MATRIZ DE PRECIOS
FECHAS BANCOLOMBIA CORFICOLOMBIANA DAVIVIENDA
1 18/2/2020 43900 33320 46220

2 19/2/2020 44180 33580 46660

3 20/2/2020 43860 32960 45900

4 21/2/2020 40520 32860 45000

5 24/2/2020 40080 32840 45000

6 25/2/2020 40340 33400 44200

7 26/2/2020 39680 33140 43980

8 27/2/2020 39500 32600 42600

9 28/2/2020 39000 32200 42000

10 2/3/2020 38120 32000 42000

11 3/3/2020 36740 32000 40680

12 4/3/2020 37500 32060 41040

13 5/3/2020 37540 32400 40800

14 6/3/2020 36700 32000 38700

15 9/3/2020 31420 30900 35000

16 10/3/2020 31720 31000 35200

17 11/3/2020 29900 29420 33700

18 12/3/2020 28600 27500 31580

19 16/3/2020 23440 22000 28520

20 17/3/2020 22880 24000 28380

21 18/3/2020 20000 20600 24260

22 19/3/2020 20100 19700 22960

23 20/3/2020 18700 20600 22140

24 24/3/2020 18500 21960 22920

25 25/3/2020 22000 23700 27600

26 26/3/2020 25800 25000 31260

27 27/3/2020 25700 25000 30500

28 30/3/2020 25040 25000 30520

29 31/3/2020 25080 25780 30500

30 1/4/2020 24000 25280 27600

31 2/4/2020 23800 25700 26660

32 3/4/2020 23800 26500 27000

33 6/4/2020 25400 26500 28500

34 7/4/2020 26000 26520 27960

35 8/4/2020 26100 26880 28400

36 13/4/2020 26960 26100 28400

37 14/4/2020 26720 26500 28700

38 15/4/2020 26800 26300 29500

39 16/4/2020 26880 26300 29320

40 17/4/2020 26500 26380 29640

41 20/4/2020 26200 26280 29680

42 21/4/2020 24800 25760 28400

43 22/4/2020 24780 25800 27700

44 23/4/2020 24500 26000 30120

45 24/4/2020 23040 25820 29420

46 27/4/2020 24500 26000 28620

47 28/4/2020 25500 25700 28160

48 29/4/2020 25020 25700 29240

49 30/4/2020 25320 25800 28720

50 4/5/2020 24140 25220 27620

51 5/5/2020 23780 25200 27600

52 6/5/2020 23000 25340 27540

53 7/5/2020 24240 25600 27260

54 8/5/2020 24000 25800 27220

55 11/5/2020 23600 25400 27260

56 12/5/2020 23500 25120 26900

57 13/5/2020 22260 25000 26100

58 14/5/2020 21480 24540 25500

59 15/5/2020 21520 24340 24900

60 18/5/2020 22240 25140 25500

61 19/5/2020 21620 24540 25780

62 20/5/2020 21520 25000 25700

63 21/5/2020 21700 25000 25400

64 22/5/2020 21220 24800 24980

65 26/5/2020 22300 24720 24020

66 27/5/2020 23980 25000 24800

67 28/5/2020 23700 25960 25140

68 29/5/2020 25000 25620 24500

69 1/6/2020 25020 26700 25780

70 2/6/2020 25000 27000 26860

71 3/6/2020 26800 27500 28420

72 4/6/2020 27320 26960 28400

73 5/6/2020 28600 27800 30100

74 8/6/2020 29600 28000 30900

 75 9/6/2020 29000 27780 29660

76 10/6/2020 26300 28100 29840

77 11/6/2020 25220 26200 29000

78 12/6/2020 25700 26700 29700

79 16/6/2020 25500 27680 30300

80 17/6/2020 25360 27500 30400

81 18/6/2020 25600 27500 29580

82 19/6/2020 27380 28500 30000

83 23/6/2020 25420 27980 29880

84 24/6/2020 25000 27500 29200

85 25/6/2020 24740 27600 29960

86 26/6/2020 23820 27660 28720

87 30/6/2020 23940 27780 28000

88 1/7/2020 24000 27800 27740

89 2/7/2020 24100 27840 28000

90 3/7/2020 24940 27880 28060

91 6/7/2020 24440 26000 28960

92 7/7/2020 24120 25920 28800

93 8/7/2020 25500 26180 29000

94 9/7/2020 24800 25960 29200

95 10/7/2020 24980 25980 29100

96 13/7/2020 24680 25780 28960

97 14/7/2020 24120 25780 28520

98 15/7/2020 23860 26200 28520

99 16/7/2020 24320 26180 28360

100 17/7/2020 24440 26100 27860

101 21/7/2020 24560 26200 27800

102 22/7/2020 24900 26200 27480

103 23/7/2020 25480 26000 27900

104 24/7/2020 25480 25780 28000

105 27/7/2020 26380 26000 28000

106 28/7/2020 26340 25840 27940

107 29/7/2020 26500 25880 28180

108 30/7/2020 26400 26000 27800

109 31/7/2020 26800 24900 27600

110 3/8/2020 25620 25560 27460

111 4/8/2020 25000 25800 26640

112 5/8/2020 25340 25900 26960

113 6/8/2020 25000 25920 26920

114 10/8/2020 25400 25040 27000

115 11/8/2020 24780 25180 26340

116 12/8/2020 24800 25100 26260

117 13/8/2020 25500 25480 26780

118 14/8/2020 25140 25420 26920

119 18/8/2020 25520 25420 27100

120 19/8/2020 25100 25540 27100

121 20/8/2020 25520 25760 27480

122 21/8/2020 25620 25680 27500

123 24/8/2020 26200 26500 27800

124 25/8/2020 26800 27220 28600

125 26/8/2020 27000 27200 28500

126 27/8/2020 26720 26500 28460

127 28/8/2020 26700 27000 28700

128 31/8/2020 26000 27100 28980

129 1/9/2020 27400 27360 29080

130 2/9/2020 27700 27600 29500

131 3/9/2020 27300 27500 29100

132 4/9/2020 27260 27280 29660

133 7/9/2020 27380 27380 29600

134 8/9/2020 27040 27200 29200

135 9/9/2020 27300 27300 29300

136 10/9/2020 26520 27000 29000

137 11/9/2020 26160 27000 28700

138 14/9/2020 25600 26900 28500

139 15/9/2020 25340 26720 28560

140 16/9/2020 25360 26380 28900

141 17/9/2020 25700 26600 28300

142 18/9/2020 26200 26100 28380

143 21/9/2020 25340 26440 28380

144 22/9/2020 24800 26380 28980

145 23/9/2020 25000 26280 28160

146 24/9/2020 24980 26360 27980

147 25/9/2020 25200 26560 27300

148 28/9/2020 24900 26700 27400

149 29/9/2020 24460 26560 27300

150 30/9/2020 24280 26600 27400

151 1/10/2020 24160 26480 27400

152 2/10/2020 24500 26500 27160

153 5/10/2020 24290 26400 27390

154 6/10/2020 25090 26310 27020

155 7/10/2020 24660 25870 27040

156 8/10/2020 25460 25780 26960

157 9/10/2020 25490 25850 27000

158 13/10/2020 24600 25880 26490

159 14/10/2020 24980 25790 25990

160 15/10/2020 24300 25490 25500

161 16/10/2020 24330 25990 25930

162 19/10/2020 25170 25620 26050

163 20/10/2020 25800 26010 27050

164 21/10/2020 25660 25730 27070

165 22/10/2020 25090 26170 27050

166 23/10/2020 24990 26170 27200

167 26/10/2020 25900 26170 26700

168 27/10/2020 25690 26200 26530

169 28/10/2020 24400 26000 25790

170 29/10/2020 23980 25990 26390

171 30/10/2020 24500 26000 25130

172 3/11/2020 24800 25840 26140

173 4/11/2020 24990 26400 25800

174 5/11/2020 25180 26450 26350

175 6/11/2020 25500 26270 26500

176 9/11/2020 26780 26930 27400

177 10/11/2020 26350 27500 26800

178 11/11/2020 26580 28000 27120

179 12/11/2020 25940 27980 26960

180 13/11/2020 26400 27270 27200

181 17/11/2020 26560 27120 27320

182 18/11/2020 27000 27150 27780

183 19/11/2020 26970 27440 27300

184 20/11/2020 27680 27900 27600

185 23/11/2020 28200 28200 27990

186 24/11/2020 28300 28560 28740

187 25/11/2020 27700 28350 28600

188 26/11/2020 27590 28380 28680

189 27/11/2020 27590 28700 28010

190 30/11/2020 27680 29000 28100

191 1/12/2020 28200 29410 29000

192 2/12/2020 28800 30710 28940

193 3/12/2020 29400 30820 29110

194 4/12/2020 30600 31300 30150

195 7/12/2020 30700 31990 31070

196 9/12/2020 32000 31410 33300

197 10/12/2020 31720 31000 33500

198 11/12/2020 32000 31600 33520

199 14/12/2020 32700 32300 33900

200 15/12/2020 33730 32560 34490

201 16/12/2020 34010 32800 34900

202 17/12/2020 35200 32800 36250

203 18/12/2020 34900 31620 36300

204 21/12/2020 33060 31500 34900

205 22/12/2020 34370 32420 35500

206 23/12/2020 34040 32300 36050

207 24/12/2020 34100 32390 35760

208 28/12/2020 34500 31990 36800

209 29/12/2020 34880 32290 36960

210 30/12/2020 34980 32400 36400

211 4/1/2021 33500 32900 35780

212 5/1/2021 35670 32600 34860

213 6/1/2021 34100 32600 35490

214 7/1/2021 34310 32130 35200

215 8/1/2021 35100 32540 35180

216 12/1/2021 35000 32300 34900

217 13/1/2021 34580 31770 34800

218 14/1/2021 34380 32100 35410

219 15/1/2021 33100 31880 35000

220 18/1/2021 33450 31700 34950

221 19/1/2021 32860 32250 34510

222 25/1/2021 30480 32450 32160

223 26/1/2021 30800 32400 32010

224 27/1/2021 30000 32400 32500

225 28/1/2021 29900 32450 32800

226 29/1/2021 30600 32220 33700

227 1/2/2021 31210 32340 33550

228 2/2/2021 31610 32200 33490

229 3/2/2021 31000 32390 32850

230 4/2/2021 31000 32350 32600

231 5/2/2021 31500 32400 32300

232 8/2/2021 31650 32300 33150

233 9/2/2021 31690 32400 33750

234 10/2/2021 31510 32760 33110

235 11/2/2021 31060 32750 33300

236 12/2/2021 30850 32790 33030

237 15/2/2021 30900 32660 33220

238 16/2/2021 30900 32600 33300

239 17/2/2021 31200 32850 32700

240 18/2/2021 30890 32500 32400

241 19/2/2021 31100 32590 32300

242 22/2/2021 31000 32590 32170

243 23/2/2021 31050 32460 32480

244 24/2/2021 31800 32600 32610

245 25/2/2021 30300 32600 32500

246 1/3/2021 30710 32540 31990

247 2/3/2021 30450 32490 31970

248 3/3/2021 30300 32430 31720

249 4/3/2021 30380 32430 31660

250 5/3/2021 30000 32150 32560

251 8/3/2021 29750 32210 31800

252 9/3/2021 30170 31980 31500

253 10/3/2021 30140 32200 31100

254 11/3/2021 30160 32370 31200

255 12/3/2021 30520 32380 31200

256 15/3/2021 30400 32200 31130

257 16/3/2021 30040 32490 30940

258 17/3/2021 29700 32350 30780

259 18/3/2021 29800 31100 30000

260 19/3/2021 29200 32000 29600

261 23/3/2021 29810 32300 29810

262 24/3/2021 30000 32160 30280

263 25/3/2021 30300 32130 30530

264 26/3/2021 29500 32290 30440

265 29/3/2021 29200 32900 30400

266 30/3/2021 29030 32640 30160

267 31/3/2021 28750 32730 29850

268 5/4/2021 29360 32230 30120

269 6/4/2021 29430 32200 30420

270 7/4/2021 30000 32600 30680

 2000

RENTABILIDADES Ganancias o pé
BANCOLOMBIA CORFICOLOMBIANA DAVIVIENDA BANCOLOMBIA

0.636% 0.777% 0.947% 7.62945349301

-0.727% -1.864% -1.642% -8.7233460027
-7.921% -0.304% -1.980% -95.048476331
-1.092% -0.061% 0.000% -13.101867125
0.647% 1.691% -1.794% 7.75929089935
-1.650% -0.781% -0.499% -19.795500131
-0.455% -1.643% -3.188% -5.4559326115
-1.274% -1.235% -1.418% -15.286830933
-2.282% -0.623% 0.000% -27.387080812
-3.687% 0.000% -3.193% -44.247598799
2.047% 0.187% 0.881% 24.5698238273
0.107% 1.055% -0.587% 1.2793178184
-2.263% -1.242% -5.284% -27.156331317
-15.533% -3.498% -10.049% -186.39854668
0.950% 0.323% 0.570% 11.403316727
-5.909% -5.231% -4.355% -70.906699644
-4.445% -6.749% -6.497% -53.342115085
-19.896% -22.314% -10.192% -238.75530374
-2.418% 8.701% -0.492% -29.016957837
-13.453% -15.276% -15.686% -161.43707155
0.499% -4.467% -5.508% 5.98504981325
-7.220% 4.467% -3.637% -86.635549445
-1.075% 6.393% 3.462% -12.903350132
17.327% 7.625% 18.581% 207.926065529
15.933% 5.340% 12.452% 191.198446283
-0.388% 0.000% -2.461% -4.6602000317
-2.602% 0.000% 0.066% -31.219734803
0.160% 3.072% -0.066% 1.91540343939
-4.402% -1.959% -9.991% -52.8202625
-0.837% 1.648% -3.465% -10.041899605
0.000% 3.065% 1.267% 0
6.506% 0.000% 5.407% 78.0763120165
2.335% 0.075% -1.913% 28.0168367964
0.384% 1.348% 1.561% 4.6065315686
3.242% -2.945% 0.000% 38.9027660586
-0.894% 1.521% 1.051% -10.730324851
0.299% -0.758% 2.749% 3.58744661804
0.298% 0.000% -0.612% 3.57675376577
-1.424% 0.304% 1.085% -17.085339195
-1.139% -0.380% 0.135% -13.66238667
-5.492% -1.999% -4.408% -65.898909115
-0.081% 0.155% -2.496% -0.9681323639
-1.136% 0.772% 8.376% -13.63651038
-6.144% -0.695% -2.351% -73.729538068
6.144% 0.695% -2.757% 73.7295380676
4.001% -1.161% -1.620% 48.0064015364
-1.900% 0.000% 3.764% -22.803536551
1.192% 0.388% -1.794% 14.3029106847
-4.772% -2.274% -3.905% -57.269257928
-1.503% -0.079% -0.072% -18.030389288
-3.335% 0.554% -0.218% -40.0208104
5.251% 1.021% -1.022% 63.0119343264
-0.995% 0.778% -0.147% -11.940397024
-1.681% -1.563% 0.147% -20.16854198
-0.425% -1.108% -1.329% -5.0955490577
-5.421% -0.479% -3.019% -65.050890363
-3.567% -1.857% -2.326% -42.802891448
0.186% -0.818% -2.381% 2.2325587835
3.291% 3.234% 2.381% 39.4916809066
-2.827% -2.416% 1.092% -33.928388606
-0.464% 1.857% -0.311% -5.563292301
0.833% 0.000% -1.174% 9.9954303034
-2.237% -0.803% -1.667% -26.841752833
4.964% -0.323% -3.919% 59.5710543363
7.263% 1.126% 3.196% 87.16016536
-1.175% 3.768% 1.362% -14.09412175
5.340% -1.318% -2.579% 64.0809320725
0.080% 4.129% 5.093% 0.95961620468
-0.080% 1.117% 4.104% -0.9596162047
6.953% 1.835% 5.645% 83.4312751783
1.922% -1.983% -0.070% 23.0605766229
4.579% 3.068% 5.814% 54.9452197479
3.437% 0.717% 2.623% 41.241172205
-2.048% -0.789% -4.096% -24.574237612
-9.773% 1.145% 0.605% -117.27226896
-4.193% -7.001% -2.855% -50.317930376
1.885% 1.890% 2.385% 22.6243936373
-0.781% 3.605% 2.000% -9.3750476842
-0.551% -0.652% 0.329% -6.6063871144
0.942% 0.000% -2.734% 11.3030662998
6.722% 3.572% 1.410% 80.6645620497
-7.428% -1.841% -0.401% -89.131864919
-1.666% -1.730% -2.302% -19.992529072
-1.045% 0.363% 2.569% -12.545349485
-3.790% 0.217% -4.227% -45.474963645
0.503% 0.433% -2.539% 6.03016344321
0.250% 0.072% -0.933% 3.00375626174
0.416% 0.144% 0.933% 4.9896121784
3.426% 0.144% 0.214% 41.1133197063
-2.025% -6.981% 3.157% -24.302167138
-1.318% -0.308% -0.554% -15.815714933
5.564% 0.998% 0.692% 66.7644963665
-2.783% -0.844% 0.687% -33.401758792
0.723% 0.077% -0.343% 8.67822183179
-1.208% -0.773% -0.482% -14.498766792
-2.295% 0.000% -1.531% -27.542192614
-1.084% 1.616% 0.000% -13.005546227
1.910% -0.076% -0.563% 22.9147685138
0.492% -0.306% -1.779% 5.90649264651
0.490% 0.382% -0.216% 5.87756277066
1.375% 0.000% -1.158% 16.4984402301
2.303% -0.766% 1.517% 27.63123268
0.000% -0.850% 0.358% 0
3.471% 0.850% 0.000% 41.6547799022
-0.152% -0.617% -0.215% -1.8209411688
0.606% 0.155% 0.855% 7.26724401245
-0.378% 0.463% -1.358% -4.5368674079
1.504% -4.323% -0.722% 18.0454528374
-4.503% 2.616% -0.509% -54.034309258
-2.450% 0.935% -3.032% -29.39696592
1.351% 0.387% 1.194% 16.2100200298
-1.351% 0.077% -0.148% -16.21002003
1.587% -3.454% 0.297% 19.0480189875
-2.471% 0.558% -2.475% -29.654757388
0.081% -0.318% -0.304% 0.96813236393
2.783% 1.503% 1.961% 33.4017587921
-1.422% -0.236% 0.521% -17.061898803
1.500% 0.000% 0.666% 18.0027063774
-1.659% 0.471% 0.000% -19.913534807
1.659% 0.858% 1.392% 19.9135348066
0.391% -0.311% 0.073% 4.6930055904
2.239% 3.143% 1.085% 26.8633371582
2.264% 2.681% 2.837% 27.1709720997
0.743% -0.074% -0.350% 8.92197418502
-1.042% -2.607% -0.140% -12.509420803
-0.075% 1.869% 0.840% -0.8985399147
-2.657% 0.370% 0.971% -31.880432862
5.245% 0.955% 0.344% 62.9357704471
1.089% 0.873% 1.434% 13.0672797591
-1.455% -0.363% -1.365% -17.454853203
-0.147% -0.803% 1.906% -1.759531107
0.439% 0.366% -0.202% 5.2708723103
-1.250% -0.660% -1.361% -14.994682423
0.957% 0.367% 0.342% 11.4833412194
-2.899% -1.105% -1.029% -34.785044248
-1.367% 0.000% -1.040% -16.401166474
-2.164% -0.371% -0.699% -25.967010124
-1.021% -0.671% 0.210% -12.249811911
0.079% -1.281% 1.183% 0.94674561124
1.332% 0.831% -2.098% 15.9814347986
1.927% -1.898% 0.282% 23.1221026391
-3.338% 1.294% 0.000% -40.050283049
-2.154% -0.227% 2.092% -25.848626066
0.803% -0.380% -2.870% 9.63860603672
-0.080% 0.304% -0.641% -0.9603842049
0.877% 0.756% -2.460% 10.5221877839
-1.198% 0.526% 0.366% -14.371429256
-1.783% -0.526% -0.366% -21.394407854
-0.739% 0.150% 0.366% -8.8633968813
-0.495% -0.452% 0.000% -5.9455117496
1.397% 0.076% -0.880% 16.7696933809
-0.861% -0.378% 0.843% -10.330049444
3.240% -0.341% -1.360% 38.8855408371
-1.729% -1.687% 0.074% -20.744235171
3.193% -0.348% -0.296% 38.3113144717
0.118% 0.271% 0.148% 1.41315031052
-3.554% 0.116% -1.907% -42.64773054
1.533% -0.348% -1.906% 18.3948741109
-2.760% -1.170% -1.903% -33.118985221
0.123% 1.943% 1.672% 1.48056773871
3.394% -1.434% 0.462% 40.7311828222
2.472% 1.511% 3.767% 29.6660193364
-0.544% -1.082% 0.074% -6.5293592881
-2.246% 1.696% -0.074% -26.956798571
-0.399% 0.000% 0.553% -4.7923386378
3.577% 0.000% -1.855% 42.9206686304
-0.814% 0.115% -0.639% -9.7693891004
-5.152% -0.766% -2.829% -61.822414587
-1.736% -0.038% 2.300% -20.83557924
2.145% 0.038% -4.892% 25.7435615416
1.217% -0.617% 3.940% 14.6046427443
0.763% 2.144% -1.309% 9.15851001111
0.757% 0.189% 2.109% 9.08914052321
1.263% -0.683% 0.568% 15.1541082578
4.898% 2.481% 3.340% 58.7722657184
-1.619% 2.095% -2.214% -19.424478331
0.869% 1.802% 1.187% 10.4289339573
-2.437% -0.071% -0.592% -29.247449276
1.758% -2.570% 0.886% 21.0933975168
0.604% -0.552% 0.440% 7.25077734716
1.643% 0.111% 1.670% 19.7166496753
-0.111% 1.062% -1.743% -1.3340746232
2.598% 1.662% 1.093% 31.1819923174
1.861% 1.070% 1.403% 22.3342166335
0.354% 1.269% 2.644% 4.24779204615
-2.143% -0.738% -0.488% -25.715269747
-0.398% 0.106% 0.279% -4.7748299569
0.000% 1.121% -2.364% 0
0.326% 1.040% 0.321% 3.90809102433
1.861% 1.404% 3.153% 22.3342166335
2.105% 4.325% -0.207% 25.2640910374
2.062% 0.358% 0.586% 24.7431446433
4.001% 1.545% 3.510% 48.0064015364
0.326% 2.181% 3.006% 3.91517476178
4.147% -1.830% 6.931% 49.7678978479
-0.879% -1.314% 0.599% -10.54620724
0.879% 1.917% 0.060% 10.5462072397
2.164% 2.191% 1.127% 25.9670101242
3.101% 0.802% 1.725% 37.2150854044
0.827% 0.734% 1.182% 9.92033993465
3.439% 0.000% 3.795% 41.2697803019
-0.856% -3.664% 0.138% -10.271104075
-5.416% -0.380% -3.933% -64.995284179
3.886% 2.879% 1.705% 46.6319981626
-0.965% -0.371% 1.537% -11.577344588
0.176% 0.278% -0.808% 2.11329670116
1.166% -1.243% 2.867% 13.9943276974
1.095% 0.933% 0.434% 13.1451300042
0.286% 0.340% -1.527% 3.43544465961
-4.323% 1.531% -1.718% -51.877236911
6.276% -0.916% -2.605% 75.3174726477
-4.501% 0.000% 1.791% -54.015138098
0.614% -1.452% -0.820% 7.36736709706
2.276% 1.268% -0.057% 27.3171283218
-0.285% -0.740% -0.799% -3.4236827789
-1.207% -1.654% -0.287% -14.487097481
-0.580% 1.033% 1.738% -6.9605763605
-3.794% -0.688% -1.165% -45.530061086
1.052% -0.566% -0.143% 12.6222050295
-1.780% 1.720% -1.267% -21.354808758
-7.519% 0.618% -7.053% -90.222458149
1.044% -0.154% -0.468% 12.5327509933
-2.632% 0.000% 1.519% -31.580769981
-0.334% 0.154% 0.919% -4.0066815186
2.314% -0.711% 2.707% 27.769834274
1.974% 0.372% -0.446% 23.6862567892
1.273% -0.434% -0.179% 15.2819639338
-1.949% 0.588% -1.930% -23.383586091
0.000% -0.124% -0.764% 0
1.600% 0.154% -0.925% 19.2004096157
0.475% -0.309% 2.598% 5.70072331032
0.126% 0.309% 1.794% 1.51563013517
-0.570% 1.105% -1.915% -6.8354615204
-1.438% -0.031% 0.572% -17.260965658
-0.678% 0.122% -0.814% -8.140880843
0.162% -0.397% 0.574% 1.94332026276
0.000% -0.184% 0.241% 0
0.966% 0.764% -1.818% 11.5942930941
-0.999% -1.071% -0.922% -11.982705462
0.678% 0.277% -0.309% 8.13037470564
-0.322% 0.000% -0.403% -3.8647376401
0.161% -0.400% 0.959% 1.93392467321
2.387% 0.430% 0.399% 28.640977688
-4.832% 0.000% -0.338% -57.982292725
1.344% -0.184% -1.582% 16.1287463249
-0.850% -0.154% -0.063% -10.202808356
-0.494% -0.185% -0.785% -5.9259379687
0.264% 0.000% -0.189% 3.16414158276
-1.259% -0.867% 2.803% -15.104538607
-0.837% 0.186% -2.362% -10.041899605
1.402% -0.717% -0.948% 16.8227054152
-0.099% 0.686% -1.278% -1.1938319671
0.066% 0.527% 0.321% 0.79601992969
1.187% 0.031% 0.000% 14.2387959318
-0.394% -0.557% -0.225% -4.7275176049
-1.191% 0.897% -0.612% -14.295337819
-1.138% -0.432% -0.518% -13.659337305
0.336% -3.941% -2.567% 4.03361724325
-2.034% 2.853% -1.342% -24.407621085
2.068% 0.933% 0.707% 24.8102380989
0.635% -0.434% 1.564% 7.62416876661
0.995% -0.093% 0.822% 11.9403970238
-2.676% 0.497% -0.295% -32.108939003
-1.022% 1.872% -0.131% -12.265864886
-0.584% -0.793% -0.793% -7.0067174852
-0.969% 0.275% -1.033% -11.630412952
2.100% -1.539% 0.900% 25.1945238035
0.238% -0.093% 0.991% 2.85763019888
1.918% 1.235% 0.851% 23.0193833001
Ganancias o pérdidas=G/P
CORFICOLOMBIANA DAVIVIENDA G/P totales(En $)

4.663700610452 1.89493234941 14.1880864529

-11.1815679649 -3.2844299054 -23.189343873
-1.82315545929 -3.9605254592 -100.83215725
-0.36529681494 0 -13.46716394
10.14516923906 -3.5875401373 14.3169200011
-4.68893279054 -0.9979607914 -25.482393713
-9.85723417545 -6.3761463703 -21.689313157
-7.40750149338 -2.8369269984 -25.531259425
-3.73832985038 0 -31.125410663
0 -6.3866094206 -50.634208219
1.123946629008 1.76212593643 27.4558963927
6.329565370126 -1.1730238905 6.43585929804
-7.45351199913 -10.568496275 -45.178339591
-20.9878313376 -20.098307709 -227.48468573
1.938612348868 1.13960422293 14.4815332988
-31.3874935871 -8.7096490491 -111.00384228
-40.4932263005 -12.994765706 -106.83010709
-133.886130789 -20.383682656 -393.02511719
52.20682619378 -0.9841847628 22.2056835943
-91.6576527314 -31.371153643 -284.46587792
-26.803464031 -11.015066413 -31.833480631
26.80346403096 -7.2735288342 -67.105614249
38.35892450748 6.92479291321 32.3803672892
45.75145889985 37.1611761753 290.838700604
32.04046603627 24.904710454 248.143622773
0 -4.922528276 -9.5827283077
0 0.13110456058 -31.088630243
18.4339035857 -0.1311045606 20.2182024645
-11.7512569394 -19.982182178 -84.553701618
9.88645357351 -6.9302915945 -7.0857376256
18.3922446546 2.53451025075 20.9267549054
0 10.8134442541 88.8897562705
0.452659395291 -3.8258339818 24.6436622099
8.090010202372 3.12284556031 15.8193873313
-17.6683207958 0 21.2344452628
9.125651198117 2.10159551968 0.49692186701
-4.54547628507 5.49862811604 4.540598449
0 -1.2240772655 2.3526765003
1.82232486327 2.17098468189 -13.09202965
-2.27877220366 0.26972357426 -15.6714353
-11.9911754282 -8.8168546264 -86.70693917
0.930954414851 -4.9913463948 -5.0285243439
4.633227656346 16.7513979477 7.74811522365
-4.16829156179 -4.7029375517 -82.600767181
4.168291561791 -5.513788209 72.3840414204
-6.96332767218 -3.2406485677 37.8024252966
0 7.52702071835 -15.276515832
2.330100015839 -3.5887781403 13.0442325602
-13.6422968345 -7.8107192398 -78.722274002
-0.47600161164 -0.1448750516 -18.651265951
3.324108225369 -0.4352558845 -37.131958059
6.124905955514 -2.0438134064 67.0930268754
4.669284265233 -0.293685809 -7.5647985676
-9.37519074185 0.29368580901 -29.250046912
-6.6508994547 -2.6588279321 -14.405276445
-2.87311003908 -6.0381944558 -73.962194858
-11.1428313513 -4.6513724329 -58.597095232
-4.91001103403 -4.7621297387 -7.4395819893
19.40346936163 4.76212973874 63.6572800069
-14.4934583276 2.18410906933 -46.237737864
11.14283135126 -0.621601122 4.95793792831
0 -2.3483635753 7.64706672806
-4.81930301836 -3.3347338654 -34.995789716
-1.93861234887 -7.8377376091 49.7947043783
6.757915367226 6.39136730382 100.309448031
22.60864018061 2.72330999823 11.2378284289
-7.91015722038 -5.1574171223 51.0133577299
24.77416136257 10.1851759921 35.9189535593
6.703980358875 8.20783871681 13.952202871
11.00948320092 11.2909863148 105.731744694
-11.8990311771 -0.1407955004 11.0207499455
18.40904079149 11.6272053175 84.9814658569
4.301093687168 5.24620242977 50.788468322
 -4.7329037094 -8.1913694388 -37.49851076
6.871943408101 1.21008772515 -109.19023783
-42.0060993436 -5.7107890698 -98.03481879
11.34249278349 4.77024316444 38.7371295852
21.62793920596 4.00013334133 16.2530248631
-3.91447564617 0.65897917937 -9.8618835812
0 -5.4688302259 5.83423607389
21.43084956125 2.8197848759 104.915196487
-11.0484708224 -0.8016042795 -100.98194002
-10.3823787389 -4.6041301981 -34.979038009
2.177860830347 5.13888987496 -5.2285987793
1.302932108105 -8.4538828938 -52.62591443
2.597406653751 -5.077846801 3.54972329599
0.431810022236 -1.8658190577 1.56974722627
0.862688861776 1.8658190577 7.71812009788
0.861450255663 0.42811289982 42.4028828618
-41.8878287225 6.31409856864 -59.875897292
-1.84899992244 -1.1080360751 -18.772750931
5.988533398608 1.38408856891 74.137118334
-5.06332118752 1.37457585755 -37.090504122
0.462071643939 -0.6861070194 8.45418645637
-4.63680823885 -0.964521332 -20.100096363
0 -3.0619943943 -30.604187008
9.696247953606 0 -3.3092982735
-0.45819017118 -1.1251787764 21.3313995662
-1.83626769186 -3.5575466625 0.5126782922
2.294457863042 -0.431189531 7.74083110269
0 -2.3155106685 14.1829295616
-4.59772364734 3.03364429463 26.0671533273
-5.09852430626 0.71556426958 -4.3829600367
5.098524306264 0 46.7533042085
-3.70371546425 -0.4290312693 -5.9536879024
0.928074430979 1.71063052834 9.90594897177
2.775641033269 -2.7152971548 -4.4765235294
-25.9372407305 -1.4440495947 -9.3358374877
15.6964956232 -1.0170744767 -39.354888111
5.607517450943 -6.0633109335 -29.852759403
2.321086066752 2.38808807438 20.9191941709
0.463141667149 -0.2969562535 -16.043834616
-20.7241951513 0.59347224556 -1.0827039182
3.345289430582 -4.9496339378 -31.259101895
-1.90930948708 -0.6083654881 -1.5495426112
9.015590739735 3.92169427768 46.3390438095
-1.41453896559 1.0428329027 -17.433604866
0 1.33284462183 19.3355509992
2.825750905851 0 -17.087783901
5.146230379056 2.7849478937 27.8447130794
-1.86625344864 0.14550746368 2.97225960544
18.85935250225 2.17000320481 47.8926928652
16.08435853869 5.67413942584 48.9294700642
-0.44101435282 -0.7005261102 7.78043372196
-15.6433441859 -0.2808989226 -28.433663912
11.21527980729 1.67950602077 11.9962459134
2.218117128796 1.94176282539 -27.720552907
5.729018921217 0.68894315456 69.3537325228
5.240207981253 2.86792213609 21.1754098765
-2.17786083035 -2.7304178337 -22.363131867
-4.81930301836 3.81223250647 -2.7666016189
2.195392131025 -0.404995076 7.06126936537
-3.95750793501 -2.7211304112 -21.673320769
2.201837333377 0.68376134976 14.3689399025
-6.62990171195 -2.0583372073 -43.473283167
0 -2.0797414442 -18.480907919
-2.22634763792 -1.3986070982 -29.59196486
-4.02836276361 0.42061003936 -15.857564635
-7.68372082757 2.3668915294 -4.3700836869
4.983041099091 -4.1959580938 16.7685178038
-11.3855408754 0.56457341654 12.3011351802
7.765620392903 0 -32.284662656
-1.36312061659 4.18425303213 -23.027493651
-2.27877220366 -5.7406811205 1.61915271252
1.823709610738 -1.2825124105 -0.4191870047
4.535168984356 -4.9206534093 10.136703359
3.154344478782 0.73126224062 -10.485822537
-3.15434447878 -0.7312622406 -25.280014573
0.902934707652 0.73126224062 -7.229199933
-2.71289083131 0 -8.6584025809
0.453001154021 -1.7595421407 15.4631523942
-2.26843370394 1.6865361169 -10.911947031
-2.04894906004 -2.7201301486 34.1164616285
-10.1190593126 0.14798372854 -30.715310755
-2.09099921214 -0.5925930261 35.6277222334
1.626962066038 0.29651599204 3.3366283686
0.695921206957 -3.8139125441 -45.765721877
-2.09018984367 -3.8110909261 12.4935933412
-7.02036090314 -3.8066792978 -43.946025422
11.65537815922 3.34442947724 16.4803753752
-8.60313131089 0.92343372976 33.051485241
9.064669795183 7.53384741862 46.2645365502
-6.49407190014 0.14781966674 -12.875611521
10.17365414904 -0.1478196667 -16.930964089
0 1.10599360189 -3.6863450359
0 -3.7106815791 39.2099870512
0.687416534998 -1.2774794513 -10.359452017
-4.59772364734 -5.6578696513 -72.078007886
-0.23081362085 4.5996661244 -16.466726736
0.23081362085 -9.7845597919 16.1898153705
-3.70371546425 7.88087132812 18.7817986082
12.86419874272 -2.6184432537 19.4042655001
1.135288891223 4.21875661196 14.4431860264
-4.09713276412 1.13529160096 12.1922670947
14.88798187564 6.67965608037 80.3399036744
12.56705870941 -4.4282251754 -11.285644797
10.81110330161 2.37391511108 23.61395237
-0.42872456272 -1.1834354056 -30.859609245
-15.4216634279 1.77253745157 7.44427154043
-3.30944027118 0.88041228013 4.8217493561
0.66334998465 3.33946052472 23.7194601847
6.374853886644 -3.4859270271 1.55485223636
9.974931581781 2.18581410644 43.3427380056
6.417173470049 2.80630616085 31.5576962644
7.611095716389 5.2885154247 17.1474031872
-4.42806437857 -0.976632565 -31.119966691
0.634584934881 0.55865958112 -3.5815854409
6.727470620207 -4.7276852919 1.99978532833
6.239224332539 0.64159741354 10.7889127704
8.423353547658 6.30525072935 37.0628209105
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2.145297263543 1.17140731084 28.0598492177
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-10.9782242465 13.8629347163 52.6526083177
-7.88346543925 1.19760836892 -17.23206431
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13.14606578145 2.2545477545 41.3676236601
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-2.28137156984 -7.8661824125 -75.142838161
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-2.22497164735 3.07483344992 -10.727482785
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-7.45582753309 5.73357897391 12.2720791382
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-5.4962216392 -5.2098075977 64.6114434108
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-2.60304095916 -0.3579953223 12.3209276523
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-0.7414273418 -1.5278913116 -2.2693186534
0.926641110825 -1.8490116288 18.2780390977
-1.8547155418 5.19509728065 9.04110504917
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-0.92265126593 -0.1250781779 -11.2505378
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-2.59099724046 -1.0369433468 -17.287277892
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-0.55874596619 1.98217677989 4.28106101258
7.40750149338 1.70213793358 32.1290227271
 G/P totales( En %) G/P totales(En $)

0.00709404322644 14.1880864529 VaR con k-ésimo menor

-0.0115946719365 -23.189343873 VaR con percentil

-0.0504160786248 -100.83215725
-0.0067335819698 -13.46716394
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-0.0127411968566 -25.482393713
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-0.1422329389619 -284.46587792
-0.0159167403153 -31.833480631
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0.03619202071019 72.3840414204
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0.00652211628009 13.0442325602
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0.05286587234701 105.731744694
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-0.054595118915 -109.19023783
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-0.0049309417906 -9.8618835812
0.00291711803694 5.83423607389
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-0.0138602764537 -27.720552907
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-0.0153576553773 -30.715310755
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-0.0056428223984 -11.285644797
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-0.0154298046223 -30.859609245
0.00372213577022 7.44427154043
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0.00913901954887 18.2780390977
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0.00214053050629 4.28106101258
0.01606451136355 32.1290227271
Número de rentabilidades 269
Nidel de conf 0.975
J* 6.72500000000001 7
BANCOLOMBIA CORFICOLOMBIANA DAVIVIENDA
89.1318649187937 26.8034640309555 11.015066413

89.4045132262982 27.94947142 11.509991

BD 26.41999409411
Si J* no es entero se aproxima hacia arriba
VaR del port.
100.981940020663

102.443981788404