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Benchmarks
Tail-risk and Performance Evaluation on 433 Financial Instruments
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3.49
VaR 99%
SBTS
3.4856
3.5153
3.545
3.5747
Apr 8, 2026
VaR 99%
VaR 95%
ES 99%
ES 95%
Ann. Return
Ann. Std Dev
Updated 9d ago
Evaluation Results
Method
Method
Links
VaR 99%
VaR 95%
ES 99%
ES 95%
Ann. Return
Ann. Std Dev
SBTS
2026.04
3.49
2.17
4.36
3.07
14.68
23.06
SBBTS
2026.04
3.57
2.19
4.44
3.18
16.31
24.38
Real
2026.04
3.6
2.11
4.65
3.15
19.02
24.22
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