Fat-Tailed ETL at 99%
1-Day Horizon on Jul 15, 2009
Dow Jones Ind.
-4.7%
S&P 500
-5.9%
Russell 2000
-5.5%
MSCI Germany
-7.7%
MSCI France
-6.0%
MSCI UK
-5.8%
MSCI Japan
-5.1%
MSCI Russia
-19.0%
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