%% Compute the Maximum Potential Loss in the Value of a Portfolio Over One Period of Time Using Actual Values
% This example shows how to return the maximum potential loss in the value of a portfolio over one period of time, where ValueAtRisk is computed with actual values.

PortReturn = [0.29/100;0.30/100];
PortRisk = [3.08/100;3.15/100];
RiskThreshold = 0.10;
PortValue = [1000000000;500000000];
ValueAtRisk = portvrisk(PortReturn,PortRisk,...
RiskThreshold,PortValue)

% Copyright 2015 The MathWorks, Inc.