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Benchmarks
Option Hedging on XOP K/F=1.03 (τ = 56d) 2020Q1
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42.4
ES5%
RLOP
40.356
54.153
67.95
81.747
Feb 1, 2026
ES5%
ES10%
Shortfall Probability
Updated 2mo ago
Evaluation Results
Method
Method
Links
ES5%
ES10%
Shortfall Probability
RLOP
τ=56, ndays=16
2026.02
42.4
34
44
RLOP
tau=14, n_days=29
2026.02
93.5
76.9
66
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