parent_command:portfolio
usage: var [-m] [-a] [-s] [-p PERCENTILE]

Provides value at risk (short: VaR) of the selected portfolio.

optional arguments:
  -m, --mean            If one should use the mean of the portfolio return (default: True)
  -a, --adjusted        If the VaR should be adjusted for skew and kurtosis (Cornish-Fisher-Expansion) (default: False)
  -s, --student         If one should use the student-t distribution (default: False)
  -p PERCENTILE, --percentile PERCENTILE
                        Percentile used for VaR calculations, for example input 99.9 equals a 99.9 Percent VaR (default: 99.9)


Examples:
- To calculate the value at risk for the selected portfolio using the mean return: portfolio/var
- To calculate the value at risk for the selected portfolio using the mean return and adjusting for skew and kurtosis: portfolio/var -a
- To calculate the value at risk for the selected portfolio using the student-t distribution: portfolio/var -s
- To calculate the value at risk for the selected portfolio at a specific percentile, for example, 95%: portfolio/var -p 95
- To calculate the value at risk for the selected portfolio using the student-t distribution and adjusting for skew and kurtosis: portfolio/var -s -a
- To calculate the value at risk for the selected portfolio at a specific percentile, for example, 95%, and adjusting for skew and kurtosis: portfolio/var -p 95 -a
- To calculate the value at risk for the selected portfolio at a specific percentile, for example, 95%, using the student-t distribution: portfolio/var -p 95 -s