The historical method of estimating Value at Risk uses the performance of the portfolio over the last ten years.

Name: The historical method of estimating Value at Risk uses the performance of the portfolio over the last ten years.
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The historical method of estimating Value at Risk (VaR) typically uses a shorter time frame, such as the last one to five years, rather than ten years, to reflect more recent market conditions and volatility.

The Historical Method of Estimating Value at Risk Uses the Performance