10 View Actions 19 Settings - 19 Trade Simulation sottolio x Risk Analytics Intraday Holdings Characteristics Tracking Error/Volatility VaR Scenarios Performance Attribution Hain View VaR Comparison Distribution VaR Simulations Factor Breakdown VALUE FUND Default (None W GICS Sectors USD As of 12/31/18 Model Global Equity Unit Returns (0) TVI 291 Horizon 1 day WWW.4750 Security coverage ALR IN Methodology 95% VaR 97.51 VaR 991 var Sinulin VR 1.30 Historal 1 Year Simulation Var 1.44 1.97 2.72 Histokal2 Year 5lation VaR 100.000 1.06 1.49 Histoncal Year Similation VR 1.18 1.66 2.25 Paraleik var 1.29 1.54 1.83 Contributors Name VaR Marginal VaR (100) Partial VaR Conditional Var Portfolio 2.03 2.52 Energy .031 2.01 -.02 .03 Consumer Discretionary .111 2.30 -.08 .131 Health Care .20 2.25 RIRE - 16 .25 Materials .01 2.17 -.01 .02 Consumer Staples .58 2.12 --50 .73 * Utilities .772 1.98 -.66 .97 Financials 382 2.29 Communication Services .14 2.47 Information Technology .09 2.19 Now click on the number that shows, Cash .00 .00 Industrials .03 2.18 as a percentage, the most you could lose with a 99% confidence level in a single day as of December 31, 2018