I need help! i need someone to explain the steps I need to do in order to answer these two questions: 5% Value at Risk (VaR) of monthly returns and 5% Expected Shortfall of monthly returns while using excel!!!

Below is the information:

the Excel spreadsheet GroupProject1.xlsx. It contains the monthly returns of value-weighted equity indexes divided into various groups:

North America Canada and the United states

Japan

Asia Pacific Australia, Hong Kong, New Zealand, and Singapore

Europe Austria, Belgium, Denmark, Finland, France, Germany, Greece, Ireland, Italy, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, and the United Kingdom

Global All of the above countries.

All index returns are in US dollar terms. In addition, the file contains the 1-month US risk-free rate.

Each return is it this format for 1990-2013

Date	North_America	Japan	Asia_exJapan	Europe	Global	Rf
199007	(0.82%)	0.78%	4.85%	5.05%	1.47%	0.68%
199008	(8.93%)	(11.25%)	(7.82%)	(10.20%)	(10.10%)	0.66%
199009	(5.41%)	(17.43%)	(8.25%)	(11.74%)	(11.64%)	0.60%
199010	(1.33%)	25.59%	(1.58%)	7.27%	10.26%	0.68%
199011	6.43%	(13.52%)	(2.29%)	0.17%	(3.30%)	0.57%
199012	3.11%	2.34%	(0.61%)	(0.95%)	1.63%	0.60%
199101	4.73%	1.67%	6.03%	2.12%	2.99%	0.52%
199102	7.70%	12.81%	9.26%	7.78%	9.57%	0.48%

ETC...

I have already found arithmetic average of monthly and annualized arithmetic return, geometric average and annualized geo return, stardard deviation and annualized standard deviation, sharpe ratio of monthly returns and annualized sharpe ratio, skewness and kurtosis, and variance.