Risk Measures with Switch case

VaR - based on a single data point. i.e on a single percentile value

ESF - based on the average of all the tail end data points

ESF is a better measure that VaR in this respect

1. Calculate the return on the index using the logarithm method
2. Calculate the 5th percentile value using

                      =PERCENTILE(G4:G960,0.05)

1. Calculate VaR by multiplying the percentile and Exposure

2. For ESF go ahead by sorting the data using

       =sort(G4:G960)

1. Calculate the Mean of the data and length by using

 =COUNT(O3:O959)
 =AVERAGE(O3:O50)

1. Multiply the Aver