We offer our Customers to select their suitable class from six risk classes with distinct Value at Risk (VaR). VaR is a widely accepted accounting method which measures with a probability of 99 % the maximum loss within a holding period of 10 trade days.
For example, for risk group A, the value preservation prevails over the expectations of return. Risks due to temporary price fluctuations are accepted at a minimum risk of loss. Here, the VaR is below 2.5%. However, for the highest F risk group, the expectations of higher return are also linked to the higher asset value oscillations, eventually with unforeseeable loss risks including complete loss.
