Fat-Tailed ETL at 99%
1-Day Horizon on Jul 29, 2010
| Dow Jones Ind. | -4.6% |
| S&P 500 | -5.7% |
| Russell 2000 | -5.3% |
| MSCI Germany | -3.3% |
| MSCI France | -5.0% |
| MSCI UK | -4.2% |
| MSCI Japan | -4.2% |
| MSCI Russia | -6.0% |
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