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vinicioalmeida · Sep 7, 2023 · 2307d38 · 2307d38
1 parent 562ec07
commit 2307d38
Showing 1 changed file with 3 additions and 0 deletions.
diff --git a/var.py b/var.py
@@ -36,3 +36,6 @@
 ax1.text(0.25,200,"Extreme High\nreturns")
 plt.show()
 
+# V@R
+var95 = np.nanpercentile(portfolioreturndf, 5)
+var95*100