| A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | ||||||||||||||||||||||||||
2 | ||||||||||||||||||||||||||
3 | Notional Exposure | $1,000,000 | Notional Exposure | $1,000,000 | Notional Exposure | $1,000,000 | ||||||||||||||||||||
4 | Position | Short | Position | Short | Position | Short | ||||||||||||||||||||
5 | Weekly expected return | 0.10% | Monthly expected return | 0.46% | ||||||||||||||||||||||
6 | Weekly Stdev | 3.4% | Monthly Stdev | 7.0% | ||||||||||||||||||||||
7 | ||||||||||||||||||||||||||
8 | Scaled Quarterly Return | 1.35% | 1.65% | 1.651% | Scaled Quarterly Return | 1.38% | 1.68% | 1.683% | Quarterly expected return | 1.681% | ||||||||||||||||
9 | Scaled Quarterly Stdev | 12.24% | 13.7% | 13.681% | Scaled Quarterly Stdev | 12.13% | 13.7% | 13.714% | Quarterly Stdev | 13.961% | ||||||||||||||||
10 | Confidence Level | 99% | 99.000% | 99.000% | Confidence Level | 99% | 99.000% | 99.000% | Confidence Level | 99% | ||||||||||||||||
11 | VaR % | 29.818% | 33.478% | 33.478% | VaR % | 29.596% | 33.587% | 33.587% | VaR % | 34.159% | ||||||||||||||||
12 | VaR $ | $298,179 | $334,782 | $334,782 | VaR $ | $295,956 | $335,868 | $335,868 | VaR $ | $341,585 | ||||||||||||||||
13 | ||||||||||||||||||||||||||
14 | ||||||||||||||||||||||||||
15 | ||||||||||||||||||||||||||
16 | Weekly | Monthly | Quarterly | |||||||||||||||||||||||
17 | 13 | 3 | ||||||||||||||||||||||||
18 | Date | Price | Returns | Rolling | Additive | Date | Price | Returns | Rolling | Additive | Date | Price | Returns | |||||||||||||
19 | 3/27/2026 | $12,046.00 | 0.20% | -1.69% | -1.69% | 3/31/2026 | $12,160.00 | -9.52% | -2.75% | -2.75% | 3/31/2026 | $12,160.00 | -2.75% | |||||||||||||
20 | 3/20/2026 | $12,021.50 | -5.77% | 1.49% | 1.49% | 2/27/2026 | $13,439.50 | 0.52% | 22.13% | 22.13% | 12/31/2025 | $12,504.00 | 21.40% | |||||||||||||
21 | 3/13/2026 | $12,758.00 | -0.39% | 7.97% | 7.97% | 1/30/2026 | $13,369.50 | 6.92% | 22.64% | 22.64% | 9/30/2025 | $10,300.00 | 2.59% | |||||||||||||
22 | 3/6/2026 | $12,808.00 | -4.70% | 9.99% | 9.99% | 12/31/2025 | $12,504.00 | 13.63% | 21.40% | 21.40% | 6/30/2025 | $10,040.00 | 3.79% | |||||||||||||
23 | 2/27/2026 | $13,439.50 | 5.41% | 22.13% | 22.13% | 11/28/2025 | $11,004.00 | 0.94% | 12.23% | 12.23% | 3/31/2025 | $9,673.00 | 11.11% | |||||||||||||
24 | 2/20/2026 | $12,750.00 | 0.24% | 19.32% | 19.32% | 10/31/2025 | $10,901.50 | 5.84% | 13.49% | 13.49% | 12/31/2024 | $8,706.00 | -10.86% | |||||||||||||
25 | 2/13/2026 | $12,719.00 | -0.94% | 17.22% | 17.22% | 9/30/2025 | $10,300.00 | 5.05% | 2.59% | 2.59% | 9/30/2024 | $9,767.00 | 3.07% | |||||||||||||
26 | 2/6/2026 | $12,840.00 | -3.96% | 19.78% | 19.78% | 8/29/2025 | $9,805.00 | 2.07% | 1.89% | 1.89% | 6/28/2024 | $9,476.50 | 8.56% | |||||||||||||
27 | 1/30/2026 | $13,369.50 | 3.48% | 22.64% | 22.64% | 7/31/2025 | $9,606.00 | -4.32% | 4.47% | 4.47% | 3/29/2024 | $8,729.00 | 2.98% | |||||||||||||
28 | 1/23/2026 | $12,920.50 | -0.61% | 19.56% | 19.56% | 6/30/2025 | $10,040.00 | 4.33% | 3.79% | 3.79% | 12/29/2023 | $8,476.00 | 2.98% | |||||||||||||
29 | 1/16/2026 | $13,000.00 | -0.46% | 23.49% | 23.49% | 5/30/2025 | $9,623.00 | 4.65% | 2.77% | 2.77% | 9/29/2023 | $8,230.50 | 0.25% | |||||||||||||
30 | 1/9/2026 | $13,060.00 | 3.89% | 21.66% | 21.66% | 4/30/2025 | $9,195.00 | -4.94% | 2.74% | 2.74% | 6/30/2023 | $8,210.00 | -8.11% | |||||||||||||
31 | 1/2/2026 | $12,571.00 | 2.60% | 19.30% | 19.30% | 3/31/2025 | $9,673.00 | 3.31% | 11.11% | 11.11% | 3/31/2023 | $8,935.00 | 6.53% | |||||||||||||
32 | 12/26/2025 | $12,253.00 | 3.44% | 21.01% | 21.01% | 2/28/2025 | $9,363.50 | 4.63% | 5.46% | 5.46% | 12/30/2022 | $8,387.00 | 9.68% | |||||||||||||
33 | 12/19/2025 | $11,845.00 | 0.25% | 19.60% | 19.60% | 1/31/2025 | $8,949.50 | 2.80% | -5.07% | -5.07% | 9/30/2022 | $7,647.00 | -7.25% | |||||||||||||
34 | 12/12/2025 | $11,816.00 | 1.47% | 18.11% | 18.11% | 12/31/2024 | $8,706.00 | -1.95% | -10.86% | -10.86% | 6/30/2022 | $8,245.00 | -20.24% | |||||||||||||
35 | 12/5/2025 | $11,645.00 | 5.83% | 17.85% | 17.85% | 11/29/2024 | $8,879.00 | -5.81% | -3.65% | -3.65% | 3/31/2022 | $10,337.00 | 6.65% | |||||||||||||
36 | 11/28/2025 | $11,004.00 | 2.98% | 12.23% | 12.23% | 10/31/2024 | $9,427.00 | -3.48% | 4.58% | 4.58% | 12/31/2021 | $9,692.00 | 7.20% | |||||||||||||
37 | 11/21/2025 | $10,685.50 | -1.53% | 10.81% | 10.81% | 9/30/2024 | $9,767.00 | 5.99% | 3.07% | 3.07% | 9/30/2021 | $9,041.00 | -3.67% | |||||||||||||
38 | 11/14/2025 | $10,851.00 | 1.22% | 12.78% | 12.78% | 8/30/2024 | $9,215.00 | 2.22% | -7.71% | -7.71% | 6/30/2021 | $9,385.00 | 6.04% | |||||||||||||
39 | 11/7/2025 | $10,720.00 | -1.66% | 11.35% | 11.35% | 7/31/2024 | $9,014.50 | -4.88% | -9.62% | -9.62% | 3/31/2021 | $8,850.50 | 14.33% | |||||||||||||
40 | 10/31/2025 | $10,901.50 | 0.87% | 14.33% | 14.33% | 6/28/2024 | $9,476.50 | -5.09% | 8.56% | 8.56% | 12/31/2020 | $7,741.50 | 17.12% | |||||||||||||
41 | 10/24/2025 | $10,807.00 | 2.65% | 10.41% | 10.41% | 5/31/2024 | $9,985.00 | 0.12% | 19.02% | 19.02% | 9/30/2020 | $6,610.00 | 9.47% | |||||||||||||
42 | 10/17/2025 | $10,527.50 | -1.93% | 8.90% | 8.90% | 4/30/2024 | $9,973.50 | 14.26% | 17.16% | 17.16% | 6/30/2020 | $6,038.00 | 25.87% | |||||||||||||
43 | 10/10/2025 | $10,735.00 | 1.87% | 11.39% | 11.39% | 3/29/2024 | $8,729.00 | 4.05% | 2.98% | 2.98% | 3/31/2020 | $4,797.00 | -22.08% | |||||||||||||
44 | 10/3/2025 | $10,537.50 | 4.07% | 5.69% | 5.69% | 2/29/2024 | $8,389.00 | -1.46% | 0.68% | 0.68% | 12/31/2019 | $6,156.00 | 7.47% | |||||||||||||
45 | 9/26/2025 | $10,125.50 | 2.24% | 0.10% | 0.10% | 1/31/2024 | $8,513.00 | 0.44% | 5.91% | 5.91% | 9/30/2019 | $5,728.00 | -4.09% | |||||||||||||
46 | 9/19/2025 | $9,904.00 | -1.00% | -0.41% | -0.41% | 12/29/2023 | $8,476.00 | 1.73% | 2.98% | 2.98% | 6/28/2019 | $5,972.00 | -7.91% | |||||||||||||
47 | 9/12/2025 | $10,004.50 | 1.25% | 3.59% | 3.59% | 11/30/2023 | $8,332.00 | 3.66% | -0.33% | -0.33% | 3/29/2019 | $6,485.00 | 8.72% | |||||||||||||
48 | 9/5/2025 | $9,881.00 | 0.78% | 0.88% | 0.88% | 10/31/2023 | $8,038.00 | -2.34% | -6.92% | -6.92% | 12/31/2018 | $5,965.00 | -3.48% | |||||||||||||
49 | 8/29/2025 | $9,805.00 | 1.68% | 1.89% | 1.89% | 9/29/2023 | $8,230.50 | -1.54% | 0.25% | 0.25% | 9/28/2018 | $6,180.00 | -7.01% | |||||||||||||
50 | 8/22/2025 | $9,643.00 | 0.23% | 0.50% | 0.50% | 8/31/2023 | $8,359.50 | -3.20% | 4.27% | 4.27% | 6/29/2018 | $6,646.00 | -0.58% | |||||||||||||
51 | 8/15/2025 | $9,621.00 | -0.06% | 0.91% | 0.91% | 7/31/2023 | $8,635.50 | 5.18% | 0.75% | 0.75% | 3/30/2018 | $6,685.00 | -6.59% | |||||||||||||
52 | 8/8/2025 | $9,627.00 | 0.96% | 1.49% | 1.49% | 6/30/2023 | $8,210.00 | 2.41% | -8.11% | -8.11% | 12/29/2017 | $7,157.00 | 10.36% | |||||||||||||
53 | 8/1/2025 | $9,535.50 | -2.58% | 1.70% | 1.70% | 5/31/2023 | $8,017.00 | -6.46% | -9.35% | -9.35% | 9/29/2017 | $6,485.00 | 9.78% | |||||||||||||
54 | 7/25/2025 | $9,788.00 | 1.25% | 4.53% | 4.53% | 4/28/2023 | $8,571.00 | -4.07% | -5.55% | -5.55% | 6/30/2017 | $5,907.50 | 1.00% | |||||||||||||
55 | 7/18/2025 | $9,667.00 | 0.31% | 6.43% | 6.43% | 3/31/2023 | $8,935.00 | 1.03% | 6.53% | 6.53% | 3/31/2017 | $5,849.00 | 6.33% | |||||||||||||
56 | 7/11/2025 | $9,637.50 | -3.34% | 4.98% | 4.98% | 2/28/2023 | $8,844.00 | -2.55% | 7.88% | 7.88% | 12/30/2016 | $5,501.00 | 13.85% | |||||||||||||
57 | 7/4/2025 | $9,970.50 | -1.43% | 12.91% | 12.91% | 1/31/2023 | $9,075.00 | 8.20% | 20.60% | 20.60% | 9/30/2016 | $4,832.00 | 0.10% | |||||||||||||
58 | 6/27/2025 | $10,115.00 | 1.71% | 3.27% | 3.27% | 12/30/2022 | $8,387.00 | 2.31% | 9.68% | 9.68% | 6/30/2016 | $4,827.00 | -0.59% | |||||||||||||
59 | 6/20/2025 | $9,945.00 | 2.97% | 1.18% | 1.18% | 11/30/2022 | $8,198.00 | 8.94% | 6.18% | 6.18% | 3/31/2016 | $4,855.50 | 3.26% | |||||||||||||
60 | 6/13/2025 | $9,658.00 | -1.40% | -1.03% | -1.03% | 10/31/2022 | $7,525.00 | -1.60% | -3.53% | -3.53% | 12/31/2015 | $4,702.00 | -7.68% | |||||||||||||
61 | 6/6/2025 | $9,795.00 | 1.79% | 1.36% | 1.36% | 9/30/2022 | $7,647.00 | -0.96% | -7.25% | -7.25% | 9/30/2015 | $5,093.00 | -10.98% | |||||||||||||
62 | 5/30/2025 | $9,623.00 | 0.29% | 2.77% | 2.77% | 8/31/2022 | $7,721.00 | -1.02% | -18.73% | -18.73% | 6/30/2015 | $5,721.00 | -5.45% | |||||||||||||
63 | 5/23/2025 | $9,595.00 | 0.64% | 1.06% | 1.06% | 7/29/2022 | $7,800.50 | -5.39% | -20.57% | -20.57% | 3/31/2015 | $6,050.50 | -4.85% | |||||||||||||
64 | 5/16/2025 | $9,534.00 | 0.51% | -2.83% | -2.83% | 6/30/2022 | $8,245.00 | -13.22% | -20.24% | -20.24% | 12/31/2014 | $6,359.00 | -5.60% | |||||||||||||
65 | 5/9/2025 | $9,485.50 | 1.17% | 2.13% | 2.13% | 5/31/2022 | $9,500.50 | -3.26% | -4.75% | -4.75% | 9/30/2014 | $6,736.00 | -3.15% | |||||||||||||
66 | 5/2/2025 | $9,376.00 | 0.13% | 4.77% | 4.77% | 4/29/2022 | $9,820.50 | -5.00% | 2.08% | 2.08% | 6/30/2014 | $6,955.00 | 4.81% | |||||||||||||
67 | 4/25/2025 | $9,364.00 | 3.09% | 1.58% | 1.58% | 3/31/2022 | $10,337.00 | 3.64% | 6.65% | 6.65% | 3/31/2014 | $6,636.00 | -10.26% | |||||||||||||
68 | 4/18/2025 | $9,083.00 | -1.06% | -0.54% | -0.54% | 2/28/2022 | $9,974.00 | 3.68% | 3.84% | 3.84% | 12/31/2013 | $7,394.50 | 1.43% | |||||||||||||
69 | 4/11/2025 | $9,180.00 | 3.96% | 2.05% | 2.05% | 1/31/2022 | $9,620.00 | -0.74% | -3.37% | -3.37% | 9/30/2013 | $7,290.50 | 8.00% | |||||||||||||
70 | 4/4/2025 | $8,830.50 | -9.85% | 1.49% | 1.49% | 12/31/2021 | $9,692.00 | 0.91% | 7.20% | 7.20% | 6/28/2013 | $6,750.50 | -10.97% | |||||||||||||
71 | 3/28/2025 | $9,795.00 | -0.35% | 10.77% | 10.77% | 11/30/2021 | $9,605.00 | -3.52% | 1.51% | 1.51% | 3/29/2013 | $7,582.50 | -4.20% | |||||||||||||
72 | 3/21/2025 | $9,829.00 | 0.72% | 11.78% | 11.78% | 10/29/2021 | $9,955.00 | 10.11% | 2.13% | 2.13% | 12/31/2012 | $7,915.00 | -4.26% | |||||||||||||
73 | 3/14/2025 | $9,759.00 | 0.98% | 8.57% | 8.57% | 9/30/2021 | $9,041.00 | -4.45% | -3.67% | -3.67% | 9/28/2012 | $8,267.50 | 8.72% | |||||||||||||
74 | 3/7/2025 | $9,664.00 | 3.21% | 6.90% | 6.90% | 8/31/2021 | $9,462.50 | -2.92% | -6.86% | -6.86% | 6/29/2012 | $7,604.50 | -10.32% | |||||||||||||
75 | 2/28/2025 | $9,363.50 | -1.37% | 5.46% | 5.46% | 7/30/2021 | $9,747.50 | 3.86% | -2.03% | -2.03% | 3/30/2012 | $8,480.00 | 12.26% | |||||||||||||
76 | 2/21/2025 | $9,494.00 | -3.24% | 7.53% | 7.53% | 6/30/2021 | $9,385.00 | -7.62% | 6.04% | 6.04% | 12/30/2011 | $7,554.00 | 5.92% | |||||||||||||
77 | 2/14/2025 | $9,812.00 | 5.64% | 8.36% | 8.36% | 5/31/2021 | $10,159.50 | 2.12% | 10.76% | 10.76% | 9/30/2011 | $7,131.50 | -23.33% | |||||||||||||
78 | 2/7/2025 | $9,288.00 | 3.78% | -0.38% | -0.38% | 4/30/2021 | $9,949.00 | 12.41% | 26.30% | 26.30% | 6/30/2011 | $9,301.00 | -1.05% | |||||||||||||
79 | 1/31/2025 | $8,949.50 | -2.91% | -5.05% | -5.05% | 3/31/2021 | $8,850.50 | -3.51% | 14.33% | 14.33% | 3/31/2011 | $9,399.50 | -3.49% | |||||||||||||
80 | 1/24/2025 | $9,218.00 | 0.94% | -1.78% | -1.78% | 2/26/2021 | $9,172.50 | 16.45% | 19.52% | 19.52% | 12/31/2010 | $9,739.50 | 20.93% | |||||||||||||
81 | 1/17/2025 | $9,132.00 | 1.52% | -3.59% | -3.59% | 1/29/2021 | $7,877.00 | 1.75% | 17.66% | 17.66% | 9/30/2010 | $8,053.50 | 23.61% | |||||||||||||
82 | 1/10/2025 | $8,995.50 | 3.38% | -6.26% | -6.26% | 12/31/2020 | $7,741.50 | 0.87% | 17.12% | 17.12% | 6/30/2010 | $6,515.00 | -16.79% | |||||||||||||
83 | 1/3/2025 | $8,701.00 | -1.61% | -11.07% | -11.07% | 11/30/2020 | $7,674.50 | 14.64% | 14.07% | 14.07% | 3/31/2010 | $7,830.00 | 6.59% | |||||||||||||
84 | 12/27/2024 | $8,843.00 | 0.57% | -10.31% | -10.31% | 10/30/2020 | $6,694.50 | 1.28% | 3.85% | 3.85% | 12/31/2009 | $7,346.00 | 19.72% | |||||||||||||
85 | 12/20/2024 | $8,793.00 | -2.18% | -6.41% | -6.41% | 9/30/2020 | $6,610.00 | -1.75% | 9.47% | 9.47% | 9/30/2009 | $6,136.00 | 20.13% | |||||||||||||
86 | 12/13/2024 | $8,989.00 | -0.56% | -1.01% | -1.01% | 8/31/2020 | $6,728.00 | 4.37% | 26.17% | 26.17% | 6/30/2009 | $5,108.00 | 26.59% | |||||||||||||
87 | 12/6/2024 | $9,040.00 | 1.81% | 0.30% | 0.30% | 7/31/2020 | $6,446.50 | 6.77% | 23.24% | 23.24% | 3/31/2009 | $4,035.00 | 39.04% | |||||||||||||
88 | 11/29/2024 | $8,879.00 | 0.57% | -3.65% | -3.65% | 6/30/2020 | $6,038.00 | 13.23% | 25.87% | 25.87% | 12/31/2008 | $2,902.00 | -54.79% | |||||||||||||
89 | 11/22/2024 | $8,829.00 | -2.50% | -2.68% | -2.68% | 5/29/2020 | $5,332.50 | 1.94% | -4.32% | -4.32% | 9/30/2008 | $6,419.00 | -26.85% | |||||||||||||
90 | 11/15/2024 | $9,055.00 | -2.87% | 1.31% | 1.31% | 4/30/2020 | $5,231.00 | 9.05% | -6.09% | -6.09% | 6/30/2008 | $8,775.50 | 3.00% | |||||||||||||
91 | 11/8/2024 | $9,323.00 | -1.08% | 5.88% | 5.88% | 3/31/2020 | $4,797.00 | -13.92% | -22.08% | -22.08% | 3/31/2008 | $8,520.00 | 27.61% | |||||||||||||
92 | 11/1/2024 | $9,425.00 | 0.43% | 4.99% | 4.99% | 2/28/2020 | $5,573.00 | 0.05% | -4.80% | -4.80% | 12/31/2007 | $6,676.50 | -18.23% | |||||||||||||
93 | 10/25/2024 | $9,385.00 | -0.92% | 4.06% | 4.06% | 1/31/2020 | $5,570.00 | -9.52% | -4.38% | -4.38% | 9/28/2007 | $8,165.00 | 6.73% | |||||||||||||
94 | 10/18/2024 | $9,472.50 | -1.29% | 2.81% | 2.81% | 12/31/2019 | $6,156.00 | 5.16% | 7.47% | 7.47% | 6/29/2007 | $7,650.00 | 10.23% | |||||||||||||
95 | 10/11/2024 | $9,596.50 | -1.92% | -0.79% | -0.79% | 11/29/2019 | $5,854.00 | 0.50% | 3.10% | 3.10% | 3/30/2007 | $6,940.00 | 10.33% | |||||||||||||
96 | 10/4/2024 | $9,784.00 | -0.77% | -0.25% | -0.25% | 10/31/2019 | $5,825.00 | 1.69% | -1.70% | -1.70% | 12/29/2006 | $6,290.00 | -17.25% | |||||||||||||
97 | 9/27/2024 | $9,860.00 | 4.95% | 4.05% | 4.05% | 9/30/2019 | $5,728.00 | 0.88% | -4.09% | -4.09% | 9/29/2006 | $7,601.00 | 1.33% | |||||||||||||
98 | 9/20/2024 | $9,395.00 | 3.46% | -1.76% | -1.76% | 8/30/2019 | $5,678.00 | -4.18% | -1.77% | -1.77% | 6/30/2006 | $7,501.00 | ||||||||||||||
99 | 9/13/2024 | $9,080.50 | 0.75% | -5.90% | -5.90% | 7/31/2019 | $5,926.00 | -0.77% | -8.01% | -8.01% | ||||||||||||||||
100 | 9/6/2024 | $9,013.00 | -2.19% | -8.40% | -8.40% | 6/28/2019 | $5,972.00 | 3.31% | -7.91% | -7.91% | ||||||||||||||||