Question: (ONLY FORMULA + CALCULATIONS AND VERY SHORT DESCRIPTION) How would you interpret a fund manager's announcement stating that the fund it manages is 95% of

(ONLY FORMULA + CALCULATIONS AND VERY SHORT DESCRIPTION)

How would you interpret a fund manager's announcement stating that the fund it manages is 95% of the VaR for a one-month look-ahead period equal to 6% of the portfolio value, assuming you have $100,000 invested in the fund? How would you interpret a fund manager's announcement if it states that the fund it manages is 95% ES for a one-month look-ahead period equal to 6% of the portfolio value, assuming you have $200,000 invested in the fund?

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