Chart Title

4,000.0

3,500.0

3,000.0

2,500.0

2,000.0

1,500.0

1,000.0

500.0

-
1 28 55 82 09 36 63 90 17 44 71 98 25 52 79 06 33 60 87 14 41 68 95 22 49 76 03 30 57 84 11 38 65 92 19 46 73 00 27 54 81 08 35 62 89 16 43
1 1 1 1 2 2 2 2 3 3 3 4 4 4 4 5 5 5 5 6 6 6 7 7 7 7 8 8 8 8 9 9 9 10 10 10 10 11 11 11 11 12 12
 Chart Title
4,000.0

3,500.0

3,000.0

2,500.0

2,000.0

1,500.0

1,000.0

500.0

-
11/22/2017 1/22/2018 3/22/2018 5/22/2018 7/22/2018 9/22/2018 11/22/2018 1/22/2019 3/22/2019 5/22/2019 7/22/2019 9/22/2019
 fecha USDCOP
11/22/2017 2,978.0
11/24/2017 2,982.9
11/27/2017 3,005.0
11/28/2017 2,996.2
11/29/2017 3,007.0
11/30/2017 3,016.9
12/1/2017 2,997.6
12/4/2017 2,992.0
12/5/2017 2,996.5
12/6/2017 3,010.0
12/7/2017 3,011.2
12/11/2017 3,013.0
12/12/2017 3,029.0
12/13/2017 3,014.0
12/14/2017 2,997.0
12/15/2017 2,999.8
12/18/2017 2,978.5
12/19/2017 2,971.6
12/20/2017 2,962.3
12/21/2017 2,966.2
12/22/2017 2,960.3
12/26/2017 2,966.0
12/27/2017 2,975.7
12/28/2017 2,983.7
1/2/2018 2,932.1
1/3/2018 2,903.0
1/4/2018 2,887.0
1/5/2018 2,906.3
1/9/2018 2,909.9
1/10/2018 2,889.5
1/11/2018 2,856.4
1/12/2018 2,860.6
1/16/2018 2,864.0
1/17/2018 2,844.5
1/18/2018 2,844.0
1/19/2018 2,849.1
1/22/2018 2,852.5
1/23/2018 2,856.0
1/24/2018 2,813.7
1/25/2018 2,790.0
1/26/2018 2,814.0
1/29/2018 2,837.7
1/30/2018 2,851.2
1/31/2018 2,830.2
2/1/2018 2,794.1
2/2/2018 2,842.0
2/5/2018 2,841.5
2/6/2018 2,830.8
2/7/2018 2,849.9
2/8/2018 2,887.0
2/9/2018 2,943.3
2/12/2018 2,890.9
2/13/2018 2,905.2
2/14/2018 2,870.0
2/15/2018 2,855.0
2/16/2018 2,836.0
2/20/2018 2,862.0
2/21/2018 2,881.6
2/22/2018 2,860.0
2/23/2018 2,845.0
2/26/2018 2,840.0
2/27/2018 2,859.0
2/28/2018 2,865.5
3/1/2018 2,880.0
3/2/2018 2,867.0
3/5/2018 2,856.5
3/6/2018 2,854.0
3/7/2018 2,866.5
3/8/2018 2,876.0
3/9/2018 2,868.8
3/12/2018 2,847.0
3/13/2018 2,854.0
3/14/2018 2,843.0
3/15/2018 2,846.0
3/16/2018 2,855.5
3/20/2018 2,871.5
3/21/2018 2,854.8
3/22/2018 2,860.0
3/23/2018 2,842.5
3/26/2018 2,799.5
3/27/2018 2,784.5
3/28/2018 2,793.1
4/2/2018 2,808.0
4/3/2018 2,778.7
4/4/2018 2,793.0
4/5/2018 2,789.7
4/6/2018 2,793.0
 4/9/2018 2,777.0
4/10/2018 2,771.3
4/11/2018 2,721.8
4/12/2018 2,707.7
4/13/2018 2,713.0
4/16/2018 2,728.5
4/17/2018 2,725.5
4/18/2018 2,711.9
4/19/2018 2,733.0
4/20/2018 2,761.1
4/23/2018 2,817.0
4/24/2018 2,783.6
4/25/2018 2,814.3
4/26/2018 2,817.0
4/27/2018 2,806.7
4/30/2018 2,800.7
5/2/2018 2,832.5
5/3/2018 2,858.9
5/4/2018 2,822.0
5/7/2018 2,814.5
5/8/2018 2,873.0
5/9/2018 2,864.0
5/10/2018 2,826.1
5/11/2018 2,836.0
5/15/2018 2,872.3
5/16/2018 2,860.1
5/17/2018 2,904.9
5/18/2018 2,922.0
5/21/2018 2,876.0
5/22/2018 2,852.8
5/23/2018 2,875.5
5/24/2018 2,853.0
5/25/2018 2,879.5
5/29/2018 2,906.2
5/30/2018 2,877.5
5/31/2018 2,890.5
6/1/2018 2,867.9
6/5/2018 2,854.6
6/6/2018 2,830.0
6/7/2018 2,847.0
6/8/2018 2,858.6
6/12/2018 2,861.4
6/13/2018 2,858.5
6/14/2018 2,862.5
6/15/2018 2,895.5
6/18/2018 2,923.1
6/19/2018 2,922.8
6/20/2018 2,925.0
6/21/2018 2,952.5
6/22/2018 2,916.5
6/25/2018 2,918.3
6/26/2018 2,930.5
6/27/2018 2,946.5
6/28/2018 2,950.0
6/29/2018 2,931.1
7/3/2018 2,909.3
7/5/2018 2,876.9
7/6/2018 2,874.0
7/9/2018 2,885.0
7/10/2018 2,871.9
7/11/2018 2,896.0
7/12/2018 2,874.8
7/13/2018 2,860.2
7/16/2018 2,875.5
7/17/2018 2,870.0
7/18/2018 2,865.2
7/19/2018 2,881.9
7/23/2018 2,908.2
7/24/2018 2,895.0
7/25/2018 2,884.8
7/26/2018 2,883.3
7/27/2018 2,887.0
7/30/2018 2,872.1
7/31/2018 2,890.5
8/1/2018 2,896.5
8/2/2018 2,905.5
8/3/2018 2,892.6
8/6/2018 2,900.8
8/8/2018 2,910.4
8/9/2018 2,912.8
8/10/2018 2,944.0
8/13/2018 3,002.9
8/14/2018 3,013.7
8/15/2018 3,050.0
8/16/2018 3,021.7
8/17/2018 3,033.0
8/21/2018 2,979.0
8/22/2018 2,960.0
8/23/2018 2,987.2
8/24/2018 2,957.0
 8/27/2018 2,942.0
8/28/2018 2,988.8
8/29/2018 3,000.0
8/30/2018 3,032.3
8/31/2018 3,046.2
9/4/2018 3,094.5
9/5/2018 3,097.0
9/6/2018 3,086.0
9/7/2018 3,059.0
9/10/2018 3,088.3
9/11/2018 3,081.9
9/12/2018 3,045.8
9/13/2018 3,016.8
9/14/2018 3,023.0
9/17/2018 3,019.2
9/18/2018 3,014.4
9/19/2018 3,029.5
9/20/2018 3,005.0
9/21/2018 2,999.0
9/24/2018 3,002.5
9/25/2018 3,002.0
9/26/2018 2,999.8
9/27/2018 2,986.1
9/28/2018 2,962.8
10/1/2018 3,000.0
10/2/2018 3,017.8
10/3/2018 3,016.0
10/4/2018 3,033.2
10/5/2018 3,030.5
10/9/2018 3,060.1
10/10/2018 3,095.0
10/11/2018 3,089.7
10/12/2018 3,095.3
10/16/2018 3,052.0
10/17/2018 3,067.1
10/18/2018 3,092.0
10/19/2018 3,078.6
10/22/2018 3,085.3
10/23/2018 3,120.0
10/24/2018 3,166.0
10/25/2018 3,170.0
10/26/2018 3,181.0
10/29/2018 3,187.0
10/30/2018 3,207.5
10/31/2018 3,221.0
 11/1/2018 3,194.1
11/2/2018 3,183.8
11/6/2018 3,148.5
11/7/2018 3,129.0
11/8/2018 3,153.0
11/9/2018 3,180.0
11/13/2018 3,188.3
11/14/2018 3,202.7
11/15/2018 3,190.0
11/16/2018 3,168.4
11/19/2018 3,176.0
11/20/2018 3,197.6
11/21/2018 3,191.0
11/23/2018 3,228.0
11/26/2018 3,244.8
11/27/2018 3,262.4
11/28/2018 3,271.0
11/29/2018 3,239.0
11/30/2018 3,235.0
12/3/2018 3,190.0
12/4/2018 3,176.2
12/5/2018 3,161.0
12/6/2018 3,186.2
12/7/2018 3,147.1
12/10/2018 3,191.3
12/11/2018 3,186.0
12/12/2018 3,169.0
12/13/2018 3,179.8
12/14/2018 3,195.1
12/17/2018 3,180.0
12/18/2018 3,206.2
12/19/2018 3,218.8
12/20/2018 3,269.5
12/21/2018 3,294.0
12/24/2018 3,295.0
12/26/2018 3,285.0
12/27/2018 3,280.5
12/28/2018 3,249.0
1/2/2019 3,239.0
1/3/2019 3,244.5
1/4/2019 3,193.2
1/8/2019 3,151.2
1/9/2019 3,136.0
1/10/2019 3,137.7
1/11/2019 3,139.2
1/14/2019 3,139.6
1/15/2019 3,141.3
1/16/2019 3,117.6
1/17/2019 3,132.6
1/18/2019 3,124.0
1/22/2019 3,146.0
1/23/2019 3,151.9
1/24/2019 3,171.0
1/25/2019 3,152.0
1/28/2019 3,158.0
1/29/2019 3,154.1
1/30/2019 3,163.2
1/31/2019 3,105.0
2/1/2019 3,089.9
2/4/2019 3,087.6
2/5/2019 3,110.0
2/6/2019 3,106.0
2/7/2019 3,117.7
2/8/2019 3,116.1
2/11/2019 3,138.9
2/12/2019 3,126.3
2/13/2019 3,141.0
2/14/2019 3,151.1
2/15/2019 3,134.0
2/19/2019 3,115.8
2/20/2019 3,110.9
2/21/2019 3,123.4
2/22/2019 3,105.5
2/25/2019 3,105.0
2/26/2019 3,083.0
2/27/2019 3,070.5
2/28/2019 3,080.0
3/1/2019 3,095.7
3/4/2019 3,095.5
3/5/2019 3,099.9
3/6/2019 3,106.0
3/7/2019 3,142.0
3/8/2019 3,173.8
3/11/2019 3,177.7
3/12/2019 3,147.5
3/13/2019 3,145.1
3/14/2019 3,142.0
3/15/2019 3,120.0
3/18/2019 3,100.0
3/19/2019 3,097.8
3/20/2019 3,089.0
3/21/2019 3,090.0
3/22/2019 3,132.8
3/26/2019 3,155.9
3/27/2019 3,176.8
3/28/2019 3,175.5
3/29/2019 3,188.0
4/1/2019 3,142.2
4/2/2019 3,146.1
4/3/2019 3,124.0
4/4/2019 3,129.4
4/5/2019 3,123.4
4/8/2019 3,115.6
4/9/2019 3,104.0
4/10/2019 3,096.0
4/11/2019 3,118.8
4/12/2019 3,115.1
4/15/2019 3,139.0
4/16/2019 3,164.0
4/17/2019 3,155.3
4/22/2019 3,156.5
4/23/2019 3,179.0
4/24/2019 3,219.5
4/25/2019 3,235.0
4/26/2019 3,229.8
4/29/2019 3,251.2
4/30/2019 3,232.9
5/2/2019 3,256.4
5/3/2019 3,237.2
5/6/2019 3,254.0
5/7/2019 3,301.5
5/8/2019 3,291.6
5/9/2019 3,276.2
5/10/2019 3,272.7
5/13/2019 3,303.6
5/14/2019 3,290.3
5/15/2019 3,283.8
5/16/2019 3,298.0
5/17/2019 3,322.0
5/20/2019 3,351.8
5/21/2019 3,343.0
5/22/2019 3,335.0
5/23/2019 3,378.3
5/24/2019 3,358.3
5/28/2019 3,376.1
5/29/2019 3,353.0
5/30/2019 3,364.5
5/31/2019 3,380.0
6/4/2019 3,291.8
6/5/2019 3,304.8
6/6/2019 3,291.0
6/7/2019 3,268.4
6/10/2019 3,259.3
6/11/2019 3,260.8
6/12/2019 3,268.9
6/13/2019 3,268.0
6/14/2019 3,273.3
6/17/2019 3,286.2
6/18/2019 3,256.2
6/19/2019 3,242.0
6/20/2019 3,193.1
6/21/2019 3,203.5
6/25/2019 3,190.9
6/26/2019 3,185.1
6/27/2019 3,197.0
6/28/2019 3,211.8
7/2/2019 3,209.9
7/3/2019 3,196.5
7/5/2019 3,212.2
7/8/2019 3,218.5
7/9/2019 3,218.8
7/10/2019 3,206.3
7/11/2019 3,200.0
7/12/2019 3,192.5
7/15/2019 3,191.0
7/16/2019 3,200.0
7/17/2019 3,185.3
7/18/2019 3,177.5
7/19/2019 3,173.2
7/22/2019 3,177.8
7/23/2019 3,189.1
7/24/2019 3,198.1
7/25/2019 3,217.0
7/26/2019 3,238.5
7/29/2019 3,285.5
7/30/2019 3,302.0
7/31/2019 3,283.8
8/1/2019 3,341.7
8/2/2019 3,384.0
8/5/2019 3,456.0
 8/6/2019 3,429.5
8/8/2019 3,368.0
8/9/2019 3,397.0
8/12/2019 3,426.0
8/13/2019 3,412.5
8/14/2019 3,459.9
8/15/2019 3,470.0
8/16/2019 3,431.0
8/20/2019 3,410.0
8/21/2019 3,378.4
8/22/2019 3,390.0
8/23/2019 3,424.0
8/26/2019 3,447.0
8/27/2019 3,468.1
8/28/2019 3,477.9
8/29/2019 3,438.0
8/30/2019 3,443.5
9/3/2019 3,443.9
9/4/2019 3,397.5
9/5/2019 3,380.0
9/6/2019 3,356.8
9/9/2019 3,372.7
9/10/2019 3,362.0
9/11/2019 3,376.0
9/12/2019 3,367.0
9/13/2019 3,363.9
9/16/2019 3,364.0
9/17/2019 3,385.1
9/18/2019 3,372.3
9/19/2019 3,385.0
9/20/2019 3,416.4
9/23/2019 3,438.3
9/24/2019 3,435.0
9/25/2019 3,432.0
9/26/2019 3,447.0
9/27/2019 3,458.8
9/30/2019 3,479.0
10/1/2019 3,495.8
10/2/2019 3,495.0
10/3/2019 3,450.0
10/4/2019 3,436.0
10/7/2019 3,452.5
10/8/2019 3,453.5
10/9/2019 3,466.8
10/10/2019 3,460.0
10/11/2019 3,430.2
10/15/2019 3,453.0
10/16/2019 3,459.0
10/17/2019 3,451.0
10/18/2019 3,426.5
10/21/2019 3,449.0
10/22/2019 3,432.0
10/23/2019 3,393.0
10/24/2019 3,406.0
10/25/2019 3,396.0
10/28/2019 3,382.2
10/29/2019 3,376.1
10/30/2019 3,390.4
10/31/2019 3,380.0
11/1/2019 3,322.5
11/5/2019 3,311.0
11/6/2019 3,338.2
11/7/2019 3,319.0
11/8/2019 3,339.0
11/12/2019 3,410.0
11/13/2019 3,428.3
11/14/2019 3,454.0
11/15/2019 3,427.0
11/18/2019 3,443.0
11/19/2019 3,440.1
11/20/2019 3,442.9
11/21/2019 3,426.5
 Chart Title
3.000%

2.000%

1.000%

0.000%
1 11 21 31 41 51 61 71 81 91 01 11 21 31 41 51 61 71 81 91 01 11 21 31 41 51 61 71 81 91 01 11 21 31 41 51 61 71 81 91 01 11 21 31 41 51 61 71
1 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 3 3 3 3 3 3 3 3 3 3 4 4 4 4 4 4 4 4

-1.000%

-2.000%

-3.000%
VaR por simulación histórica usando crecimientos
absolutos

Pi * (serie de Ri *
USDCOP p y g. diarias precios (rendimiento
simulados ) simulados)

2,978.0

2,982.9 4.9 3,431.4 0.143%

3,005.0 22.1 3,448.6 0.645%
2,996.2 (8.8) 3,417.7 -0.257%
3,007.0 10.8 3,437.3 0.315%
3,016.9 9.9 3,436.4 0.289%
2,997.6 (19.3) 3,407.2 -0.563%
2,992.0 (5.6) 3,420.9 -0.163%
2,996.5 4.5 3,431.0 0.131%
3,010.0 13.5 3,440.0 0.394%
3,011.2 1.2 3,427.7 0.035%
3,013.0 1.8 3,428.3 0.053%
3,029.0 16.0 3,442.5 0.467%
3,014.0 (15.1) 3,411.5 -0.439%
2,997.0 (17.0) 3,409.5 -0.496%
2,999.8 2.9 3,429.4 0.083%
2,978.5 (21.3) 3,405.2 -0.622%
2,971.6 (6.9) 3,419.6 -0.201%
2,962.3 (9.3) 3,417.2 -0.271%
2,966.2 3.9 3,430.4 0.114%
2,960.3 (5.9) 3,420.6 -0.172%
2,966.0 5.7 3,432.2 0.166%
2,975.7 9.7 3,436.2 0.283%
2,983.7 8.0 3,434.5 0.233%
2,932.1 (51.6) 3,374.9 -1.507%
2,903.0 (29.1) 3,397.5 -0.848%
2,887.0 (16.0) 3,410.5 -0.467%
2,906.3 19.3 3,445.8 0.563%
2,909.9 3.6 3,430.1 0.105%
2,889.5 (20.4) 3,406.1 -0.595%
2,856.4 (33.1) 3,393.4 -0.965%
2,860.6 4.1 3,430.6 0.120%
2,864.0 3.4 3,430.0 0.101%
2,844.5 (19.6) 3,407.0 -0.571%
2,844.0 (0.4) 3,426.1 -0.013%
2,849.1 5.1 3,431.6 0.149%
2,852.5 3.3 3,429.9 0.098%
2,856.0 3.6 3,430.1 0.104%
2,813.7 (42.3) 3,384.2 -1.236%
2,790.0 (23.7) 3,402.9 -0.690%
2,814.0 24.0 3,450.5 0.700%
2,837.7 23.7 3,450.2 0.693%
2,851.2 13.4 3,439.9 0.392%
2,830.2 (21.0) 3,405.6 -0.611%
2,794.1 (36.1) 3,390.4 -1.055%
2,842.0 47.9 3,474.5 1.399%
2,841.5 (0.5) 3,426.0 -0.015%
2,830.8 (10.8) 3,415.8 -0.314%
2,849.9 19.2 3,445.7 0.559%
2,887.0 37.1 3,463.6 1.083%
2,943.3 56.3 3,482.8 1.643%
2,890.9 (52.4) 3,374.1 -1.529%
2,905.2 14.3 3,440.8 0.417%
2,870.0 (35.2) 3,391.3 -1.027%
2,855.0 (15.0) 3,411.5 -0.438%
2,836.0 (19.0) 3,407.5 -0.555%
2,862.0 26.0 3,452.5 0.759%
2,881.6 19.6 3,446.1 0.571%
2,860.0 (21.6) 3,405.0 -0.629%
2,845.0 (15.0) 3,411.5 -0.438%
2,840.0 (5.0) 3,421.5 -0.146%
2,859.0 19.0 3,445.5 0.555%
2,865.5 6.5 3,433.0 0.190%
2,880.0 14.5 3,441.0 0.423%
2,867.0 (13.0) 3,413.5 -0.379%
2,856.5 (10.5) 3,416.0 -0.306%
2,854.0 (2.5) 3,424.0 -0.073%
2,866.5 12.5 3,439.0 0.365%
2,876.0 9.5 3,436.0 0.277%
2,868.8 (7.2) 3,419.3 -0.210%
2,847.0 (21.8) 3,404.7 -0.636%
2,854.0 7.0 3,433.5 0.204%
2,843.0 (11.0) 3,415.5 -0.320%
2,846.0 3.0 3,429.5 0.088%
2,855.5 9.5 3,436.0 0.277%
2,871.5 16.0 3,442.5 0.467%
2,854.8 (16.8) 3,409.8 -0.489%
2,860.0 5.3 3,431.8 0.153%
2,842.5 (17.5) 3,409.0 -0.511%
2,799.5 (43.0) 3,383.5 -1.255%
2,784.5 (15.0) 3,411.5 -0.438%
2,793.1 8.6 3,435.1 0.250%
2,808.0 14.9 3,441.5 0.436%
2,778.7 (29.3) 3,397.2 -0.857%
2,793.0 14.3 3,440.9 0.419%
2,789.7 (3.3) 3,423.2 -0.098%
2,793.0 3.3 3,429.9 0.098%
2,777.0 (16.0) 3,410.5 -0.467%
2,771.3 (5.8) 3,420.8 -0.168%
2,721.8 (49.4) 3,377.1 -1.443%
2,707.7 (14.1) 3,412.4 -0.411%
2,713.0 5.3 3,431.8 0.155%
2,728.5 15.5 3,442.0 0.452%
2,725.5 (3.1) 3,423.5 -0.089%
2,711.9 (13.5) 3,413.0 -0.395%
2,733.0 21.1 3,447.6 0.616%
2,761.1 28.1 3,454.6 0.820%
2,817.0 55.9 3,482.4 1.631%
2,783.6 (33.4) 3,393.1 -0.975%
2,814.3 30.7 3,457.2 0.894%
2,817.0 2.8 3,429.3 0.081%
2,806.7 (10.3) 3,416.2 -0.301%
2,800.7 (6.0) 3,420.5 -0.175%
2,832.5 31.8 3,458.3 0.928%
2,858.9 26.4 3,452.9 0.770%
2,822.0 (36.9) 3,389.6 -1.077%
2,814.5 (7.6) 3,419.0 -0.220%
2,873.0 58.5 3,485.0 1.707%
2,864.0 (8.9) 3,417.6 -0.261%
2,826.1 (37.9) 3,388.6 -1.107%
2,836.0 9.9 3,436.4 0.290%
2,872.3 36.3 3,462.8 1.059%
2,860.1 (12.2) 3,414.3 -0.356%
2,904.9 44.8 3,471.3 1.307%
2,922.0 17.1 3,443.6 0.499%
2,876.0 (46.0) 3,380.5 -1.342%
2,852.8 (23.2) 3,403.3 -0.677%
2,875.5 22.7 3,449.2 0.662%
2,853.0 (22.5) 3,404.0 -0.657%
2,879.5 26.4 3,453.0 0.772%
2,906.2 26.7 3,453.2 0.779%
2,877.5 (28.7) 3,397.9 -0.836%
2,890.5 13.0 3,439.5 0.379%
2,867.9 (22.6) 3,403.9 -0.660%
2,854.6 (13.3) 3,413.2 -0.390%
2,830.0 (24.6) 3,402.0 -0.716%
2,847.0 17.0 3,443.5 0.496%
2,858.6 11.6 3,438.1 0.337%
2,861.4 2.8 3,429.3 0.083%
2,858.5 (2.9) 3,423.6 -0.084%
2,862.5 3.9 3,430.5 0.115%
2,895.5 33.1 3,459.6 0.965%
2,923.1 27.6 3,454.1 0.804%
2,922.8 (0.3) 3,426.3 -0.007%
2,925.0 2.2 3,428.7 0.064%
2,952.5 27.5 3,454.0 0.803%
2,916.5 (36.0) 3,390.5 -1.051%
2,918.3 1.8 3,428.3 0.053%
2,930.5 12.2 3,438.7 0.356%
2,946.5 16.0 3,442.5 0.467%
2,950.0 3.5 3,430.0 0.102%
2,931.1 (18.9) 3,407.6 -0.553%
2,909.3 (21.8) 3,404.8 -0.635%
2,876.9 (32.4) 3,394.1 -0.946%
2,874.0 (3.0) 3,423.6 -0.086%
2,885.0 11.1 3,437.6 0.322%
2,871.9 (13.1) 3,413.4 -0.382%
2,896.0 24.1 3,450.6 0.703%
2,874.8 (21.2) 3,405.3 -0.619%
2,860.2 (14.6) 3,411.9 -0.426%
2,875.5 15.3 3,441.8 0.447%
2,870.0 (5.5) 3,421.0 -0.161%
2,865.2 (4.8) 3,421.7 -0.141%
2,881.9 16.7 3,443.2 0.487%
2,908.2 26.3 3,452.9 0.769%
2,895.0 (13.2) 3,413.3 -0.385%
2,884.8 (10.2) 3,416.3 -0.298%
2,883.3 (1.5) 3,425.0 -0.044%
2,887.0 3.7 3,430.2 0.108%
2,872.1 (14.9) 3,411.6 -0.435%
2,890.5 18.4 3,444.9 0.537%
2,896.5 6.0 3,432.5 0.175%
2,905.5 9.0 3,435.5 0.263%
2,892.6 (12.9) 3,413.6 -0.376%
2,900.8 8.2 3,434.7 0.239%
2,910.4 9.5 3,436.1 0.279%
2,912.8 2.5 3,429.0 0.072%
2,944.0 31.2 3,457.7 0.911%
3,002.9 58.8 3,485.4 1.717%
3,013.7 10.9 3,437.4 0.318%
3,050.0 36.3 3,462.8 1.059%
3,021.7 (28.3) 3,398.2 -0.827%
3,033.0 11.3 3,437.9 0.331%
2,979.0 (54.0) 3,372.5 -1.576%
2,960.0 (19.0) 3,407.5 -0.555%
2,987.2 27.2 3,453.7 0.794%
2,957.0 (30.2) 3,396.3 -0.881%
2,942.0 (15.0) 3,411.5 -0.438%
2,988.8 46.8 3,473.3 1.364%
3,000.0 11.3 3,437.8 0.328%
3,032.3 32.3 3,458.8 0.941%
3,046.2 13.9 3,440.4 0.406%
3,094.5 48.3 3,474.8 1.410%
3,097.0 2.6 3,429.1 0.074%
3,086.0 (11.0) 3,415.5 -0.321%
3,059.0 (27.0) 3,399.5 -0.788%
3,088.3 29.3 3,455.8 0.855%
3,081.9 (6.4) 3,420.1 -0.187%
3,045.8 (36.2) 3,390.4 -1.055%
3,016.8 (28.9) 3,397.6 -0.845%
3,023.0 6.2 3,432.7 0.181%
3,019.2 (3.8) 3,422.7 -0.111%
3,014.4 (4.8) 3,421.7 -0.140%
3,029.5 15.0 3,441.6 0.439%
3,005.0 (24.4) 3,402.1 -0.714%
2,999.0 (6.0) 3,420.5 -0.175%
3,002.5 3.5 3,430.0 0.102%
3,002.0 (0.5) 3,426.0 -0.014%
2,999.8 (2.2) 3,424.3 -0.064%
2,986.1 (13.8) 3,412.8 -0.401%
2,962.8 (23.3) 3,403.3 -0.679%
3,000.0 37.2 3,463.7 1.086%
3,017.8 17.8 3,444.3 0.519%
3,016.0 (1.8) 3,424.7 -0.053%
3,033.2 17.2 3,443.7 0.501%
3,030.5 (2.7) 3,423.9 -0.077%
3,060.1 29.6 3,456.1 0.864%
3,095.0 34.9 3,461.4 1.018%
3,089.7 (5.3) 3,421.2 -0.156%
3,095.3 5.6 3,432.1 0.163%
3,052.0 (43.3) 3,383.3 -1.262%
3,067.1 15.1 3,441.6 0.441%
3,092.0 24.9 3,451.4 0.726%
3,078.6 (13.4) 3,413.1 -0.393%
3,085.3 6.8 3,433.3 0.197%
3,120.0 34.7 3,461.2 1.013%
3,166.0 46.0 3,472.5 1.342%
3,170.0 4.0 3,430.5 0.117%
3,181.0 11.0 3,437.5 0.321%
3,187.0 6.0 3,432.5 0.175%
3,207.5 20.5 3,447.0 0.598%
3,221.0 13.5 3,440.0 0.394%
3,194.1 (26.9) 3,399.6 -0.785%
3,183.8 (10.3) 3,416.2 -0.302%
3,148.5 (35.3) 3,391.3 -1.029%
3,129.0 (19.5) 3,407.0 -0.569%
3,153.0 23.9 3,450.5 0.699%
3,180.0 27.1 3,453.6 0.789%
3,188.3 8.3 3,434.8 0.243%
3,202.7 14.4 3,440.9 0.420%
3,190.0 (12.7) 3,413.8 -0.371%
3,168.4 (21.7) 3,404.9 -0.632%
3,176.0 7.6 3,434.1 0.222%
3,197.6 21.7 3,448.2 0.632%
3,191.0 (6.6) 3,419.9 -0.193%
3,228.0 37.0 3,463.5 1.080%
3,244.8 16.8 3,443.3 0.489%
3,262.4 17.7 3,444.2 0.515%
3,271.0 8.6 3,435.1 0.251%
3,239.0 (32.1) 3,394.5 -0.935%
3,235.0 (3.9) 3,422.6 -0.115%
3,190.0 (45.0) 3,381.5 -1.313%
3,176.2 (13.8) 3,412.7 -0.403%
3,161.0 (15.2) 3,411.3 -0.444%
3,186.2 25.2 3,451.7 0.734%
3,147.1 (39.1) 3,387.5 -1.140%
3,191.3 44.2 3,470.7 1.290%
3,186.0 (5.3) 3,421.2 -0.155%
3,169.0 (17.0) 3,409.5 -0.496%
3,179.8 10.8 3,437.3 0.314%
3,195.1 15.3 3,441.9 0.448%
3,180.0 (15.1) 3,411.4 -0.441%
3,206.2 26.2 3,452.7 0.764%
3,218.8 12.6 3,439.1 0.367%
3,269.5 50.7 3,477.2 1.481%
3,294.0 24.5 3,451.0 0.715%
3,295.0 1.0 3,427.5 0.029%
3,285.0 (10.0) 3,416.5 -0.292%
3,280.5 (4.5) 3,422.0 -0.131%
3,249.0 (31.5) 3,395.0 -0.919%
3,239.0 (10.0) 3,416.5 -0.292%
3,244.5 5.5 3,432.0 0.161%
3,193.2 (51.3) 3,375.2 -1.499%
3,151.2 (42.0) 3,384.6 -1.224%
3,136.0 (15.2) 3,411.3 -0.444%
3,137.7 1.7 3,428.2 0.048%
3,139.2 1.5 3,428.0 0.044%
3,139.6 0.4 3,427.0 0.013%
3,141.3 1.7 3,428.2 0.049%
3,117.6 (23.7) 3,402.8 -0.691%
3,132.6 15.0 3,441.5 0.436%
3,124.0 (8.6) 3,418.0 -0.250%
3,146.0 22.0 3,448.5 0.642%
3,151.9 5.9 3,432.4 0.172%
3,171.0 19.1 3,445.6 0.557%
3,152.0 (19.0) 3,407.5 -0.555%
3,158.0 6.0 3,432.5 0.175%
3,154.1 (3.9) 3,422.6 -0.114%
3,163.2 9.1 3,435.6 0.266%
3,105.0 (58.2) 3,368.3 -1.699%
3,089.9 (15.1) 3,411.4 -0.441%
3,087.6 (2.3) 3,424.2 -0.067%
3,110.0 22.4 3,448.9 0.653%
3,106.0 (4.0) 3,422.5 -0.116%
3,117.7 11.7 3,438.2 0.341%
3,116.1 (1.6) 3,424.9 -0.048%
3,138.9 22.8 3,449.3 0.666%
3,126.3 (12.6) 3,413.9 -0.369%
3,141.0 14.8 3,441.3 0.430%
3,151.1 10.1 3,436.6 0.295%
3,134.0 (17.1) 3,409.4 -0.499%
3,115.8 (18.3) 3,408.3 -0.533%
3,110.9 (4.8) 3,421.7 -0.142%
3,123.4 12.5 3,439.0 0.365%
3,105.5 (17.9) 3,408.6 -0.522%
3,105.0 (0.5) 3,426.0 -0.015%
3,083.0 (22.0) 3,404.5 -0.642%
3,070.5 (12.5) 3,414.0 -0.365%
3,080.0 9.5 3,436.0 0.277%
3,095.7 15.7 3,442.2 0.457%
3,095.5 (0.2) 3,426.3 -0.006%
3,099.9 4.4 3,430.9 0.128%
3,106.0 6.1 3,432.6 0.178%
3,142.0 36.1 3,462.6 1.052%
3,173.8 31.8 3,458.3 0.928%
3,177.7 3.9 3,430.4 0.114%
3,147.5 (30.2) 3,396.3 -0.881%
3,145.1 (2.4) 3,424.1 -0.072%
3,142.0 (3.1) 3,423.5 -0.089%
3,120.0 (22.0) 3,404.5 -0.642%
3,100.0 (20.0) 3,406.5 -0.584%
3,097.8 (2.2) 3,424.3 -0.064%
3,089.0 (8.8) 3,417.7 -0.257%
3,090.0 1.0 3,427.5 0.029%
3,132.8 42.8 3,469.3 1.249%
3,155.9 23.1 3,449.6 0.674%
3,176.8 20.9 3,447.4 0.610%
3,175.5 (1.4) 3,425.2 -0.039%
3,188.0 12.6 3,439.1 0.366%
3,142.2 (45.8) 3,380.7 -1.338%
3,146.1 3.9 3,430.4 0.114%
3,124.0 (22.1) 3,404.5 -0.644%
3,129.4 5.3 3,431.9 0.156%
3,123.4 (5.9) 3,420.6 -0.174%
3,115.6 (7.8) 3,418.7 -0.229%
3,104.0 (11.6) 3,415.0 -0.337%
3,096.0 (8.0) 3,418.5 -0.233%
3,118.8 22.8 3,449.3 0.664%
3,115.1 (3.7) 3,422.9 -0.107%
3,139.0 23.9 3,450.4 0.698%
3,164.0 25.0 3,451.5 0.730%
3,155.3 (8.7) 3,417.8 -0.254%
3,156.5 1.1 3,427.7 0.034%
3,179.0 22.6 3,449.1 0.658%
3,219.5 40.5 3,467.0 1.182%
3,235.0 15.5 3,442.0 0.452%
3,229.8 (5.2) 3,421.3 -0.152%
3,251.2 21.3 3,447.9 0.623%
3,232.9 (18.2) 3,408.3 -0.532%
3,256.4 23.5 3,450.0 0.686%
3,237.2 (19.3) 3,407.3 -0.562%
3,254.0 16.8 3,443.4 0.492%
3,301.5 47.5 3,474.0 1.386%
3,291.6 (9.9) 3,416.6 -0.289%
3,276.2 (15.4) 3,411.1 -0.449%
3,272.7 (3.5) 3,423.0 -0.102%
3,303.6 30.9 3,457.4 0.902%
3,290.3 (13.3) 3,413.2 -0.390%
3,283.8 (6.4) 3,420.1 -0.188%
3,298.0 14.2 3,440.7 0.414%
3,322.0 24.0 3,450.5 0.700%
3,351.8 29.8 3,456.3 0.869%
3,343.0 (8.8) 3,417.7 -0.258%
3,335.0 (7.9) 3,418.6 -0.232%
3,378.3 43.3 3,469.8 1.264%
3,358.3 (20.1) 3,406.5 -0.585%
3,376.1 17.8 3,444.4 0.521%
3,353.0 (23.1) 3,403.4 -0.674%
3,364.5 11.5 3,438.0 0.336%
3,380.0 15.5 3,442.0 0.452%
3,291.8 (88.3) 3,338.3 -2.576%
3,304.8 13.1 3,439.6 0.381%
3,291.0 (13.8) 3,412.7 -0.403%
3,268.4 (22.6) 3,403.9 -0.660%
3,259.3 (9.1) 3,417.4 -0.266%
3,260.8 1.4 3,428.0 0.042%
3,268.9 8.1 3,434.6 0.236%
3,268.0 (0.8) 3,425.7 -0.025%
3,273.3 5.3 3,431.8 0.153%
3,286.2 12.9 3,439.4 0.376%
3,256.2 (30.0) 3,396.6 -0.874%
3,242.0 (14.2) 3,412.3 -0.414%
3,193.1 (48.9) 3,377.6 -1.427%
3,203.5 10.4 3,436.9 0.303%
3,190.9 (12.7) 3,413.9 -0.369%
3,185.1 (5.8) 3,420.7 -0.169%
3,197.0 11.9 3,438.5 0.349%
3,211.8 14.8 3,441.3 0.432%
3,209.9 (1.9) 3,424.6 -0.055%
3,196.5 (13.4) 3,413.1 -0.391%
3,212.2 15.7 3,442.2 0.458%
3,218.5 6.3 3,432.8 0.184%
3,218.8 0.3 3,426.8 0.009%
3,206.3 (12.6) 3,414.0 -0.366%
3,200.0 (6.3) 3,420.2 -0.183%
3,192.5 (7.5) 3,419.0 -0.219%
3,191.0 (1.5) 3,425.0 -0.044%
3,200.0 9.0 3,435.5 0.263%
3,185.3 (14.7) 3,411.8 -0.429%
3,177.5 (7.8) 3,418.7 -0.228%
3,173.2 (4.3) 3,422.2 -0.125%
3,177.8 4.6 3,431.1 0.134%
3,189.1 11.3 3,437.8 0.330%
3,198.1 9.0 3,435.5 0.263%
3,217.0 18.9 3,445.4 0.552%
3,238.5 21.5 3,448.0 0.627%
3,285.5 47.0 3,473.5 1.372%
3,302.0 16.5 3,443.0 0.482%
3,283.8 (18.2) 3,408.3 -0.531%
3,341.7 57.9 3,484.4 1.690%
3,384.0 42.3 3,468.8 1.234%
3,456.0 72.0 3,498.5 2.101%
3,429.5 (26.5) 3,400.0 -0.773%
3,368.0 (61.5) 3,365.0 -1.795%
3,397.0 29.0 3,455.5 0.846%
3,426.0 29.0 3,455.5 0.846%
3,412.5 (13.5) 3,413.0 -0.394%
3,459.9 47.4 3,473.9 1.383%
3,470.0 10.1 3,436.6 0.295%
3,431.0 (39.0) 3,387.5 -1.138%
3,410.0 (21.0) 3,405.5 -0.613%
3,378.4 (31.6) 3,394.9 -0.922%
3,390.0 11.6 3,438.1 0.339%
3,424.0 34.0 3,460.5 0.992%
3,447.0 22.9 3,449.5 0.670%
3,468.1 21.2 3,447.7 0.617%
3,477.9 9.8 3,436.3 0.286%
3,438.0 (39.9) 3,386.6 -1.164%
3,443.5 5.5 3,432.0 0.161%
3,443.9 0.4 3,426.9 0.011%
3,397.5 (46.4) 3,380.1 -1.354%
3,380.0 (17.5) 3,409.0 -0.511%
3,356.8 (23.3) 3,403.3 -0.679%
3,372.7 15.9 3,442.4 0.464%
3,362.0 (10.7) 3,415.9 -0.311%
3,376.0 14.0 3,440.5 0.409%
3,367.0 (9.0) 3,417.5 -0.263%
3,363.9 (3.1) 3,423.4 -0.090%
3,364.0 0.1 3,426.6 0.003%
3,385.1 21.1 3,447.6 0.616%
3,372.3 (12.8) 3,413.7 -0.373%
3,385.0 12.7 3,439.2 0.370%
3,416.4 31.4 3,457.9 0.916%
3,438.3 21.8 3,448.4 0.638%
3,435.0 (3.3) 3,423.3 -0.095%
3,432.0 (3.0) 3,423.5 -0.088%
3,447.0 15.0 3,441.5 0.438%
3,458.8 11.8 3,438.3 0.344%
3,479.0 20.2 3,446.7 0.590%
3,495.8 16.8 3,443.3 0.489%
3,495.0 (0.8) 3,425.8 -0.022%
3,450.0 (45.0) 3,381.5 -1.313%
3,436.0 (14.0) 3,412.5 -0.409%
3,452.5 16.5 3,443.0 0.482%
3,453.5 1.0 3,427.5 0.029%
3,466.8 13.3 3,439.8 0.388%
3,460.0 (6.8) 3,419.7 -0.199%
3,430.2 (29.8) 3,396.7 -0.869%
3,453.0 22.8 3,449.3 0.665%
3,459.0 6.0 3,432.5 0.175%
3,451.0 (8.0) 3,418.5 -0.233%
3,426.5 (24.5) 3,402.0 -0.715%
3,449.0 22.5 3,449.0 0.657%
3,432.0 (17.0) 3,409.5 -0.496%
3,393.0 (39.0) 3,387.5 -1.138%
3,406.0 13.0 3,439.5 0.379%
3,396.0 (10.0) 3,416.5 -0.292%
3,382.2 (13.8) 3,412.7 -0.403%
3,376.1 (6.1) 3,420.4 -0.179%
3,390.4 14.3 3,440.9 0.419%
3,380.0 (10.4) 3,416.1 -0.304%
3,322.5 (57.5) 3,369.0 -1.678%
3,311.0 (11.5) 3,415.0 -0.336%
3,338.2 27.2 3,453.7 0.792%
3,319.0 (19.2) 3,407.4 -0.559%
3,339.0 20.0 3,446.5 0.584%
3,410.0 70.9 3,497.5 2.071%
3,428.3 18.3 3,444.8 0.534%
3,454.0 25.8 3,452.3 0.751%
3,427.0 (27.1) 3,399.5 -0.789%
3,443.0 16.1 3,442.6 0.468%
3,440.1 (2.9) 3,423.6 -0.085%
3,442.9 2.8 3,429.3 0.082%
3,426.5 (16.4) 3,410.1 -0.479% -0.476%
-
Resultados

nivel de confianza

93.00%
percentil 7.00%
VaR por crecim. Absolutos
-0.93%
 rango 40
min
max
tamaño
rango

rango frecuencia
No. Rangos rango inf. frecuencia
superior relativa

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
 Distribución de probabilidad
rendimientos simulados
1200.00%

1000.00%

frecuencia
frecuencia relativa
acumulada 800.00%
acumulado

600.00%

400.00%

200.00%

0.00%

Distribución de probabilidad acumulada

rendimientos simulados
1200.00%

1000.00%

800.00%

600.00%

400.00%

200.00%

0.00%
200.00%

0.00%
idad
os

acumulada
dos
Valor en Riesgo no Paramétrico:

SIMULACIÓN HISTÓRICA

- Qué diferencias encuentra entre la distribución de probabilidad de los

rendimientos simulados versus la distribución de probabilidad de los
rendimientos observados para el índice COLCAP(curtosis y asimetría) ?