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Four questions in euros and years; VaR and CVaR remain in the expert options.
For how long
Horizons beyond 5 years coming soon: the engine calculates up to 1,260 days.
Acceptable max drawdown in a difficult year · 18,000 € · 12%
Prudent · 4,500 € — Dynamic · 45,000 €. A “difficult year” occurs on average once every 20 years. The portfolio is built so the estimated drop in that year stays below this figure.
Dividends to your account?
Maximum annual cost per ETF
Expert options
CVaR measure 95% · 5 years · excluded classes: none
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