http://hedgefundontology.com/hfr/form/PFFormFiling.ttl#PFSection2bItemCHedgeFundRiskVarCalculatedType
Class 'pfrd-sec:PFSection2b item CHedge fund risk var calculated type'

PFSection2bItemCHedgeFundRiskVarCalculatedType

owl:Class

PFSection2b item CHedge fund risk var calculated type

pfrd-sec:va RMonth3Percent only pfrd-sec:Unsigned decimal restricted3p4Type datatype

pfrd-sec:weighted factor value only pfrd-sec:Decimal restricted15p2Required decimal type datatype

pfrd-sec:confidence interval percent exactly 1

pfrd-sec:weighted factor value max 1

pfrd-sec:va RMonth1Percent only pfrd-sec:Unsigned decimal restricted3p4Type datatype

pfrd-sec:weighted method code other only pfrd-sec:String restricted256Type datatype

pfrd-sec:va RMonth1Percent exactly 1

pfrd-sec:time horizon days only pfrd-sec:Positive decimal restricted15p2Type datatype

pfrd-sec:Private Fund Filing

pfrd-sec:va RMonth2Percent exactly 1

pfrd-sec:time horizon days exactly 1

pfrd-sec:weighted method code other max 1

pfrd-sec:weighted method code ref only pfrd-sec:Weighted method code type

pfrd-sec:va RMonth3Percent exactly 1

pfrd-sec:historical lookback period years ref exactly 1

pfrd-sec:historical lookback period years ref only pfrd-sec:Positive decimal NAEx restricted15p2Type

pfrd-sec:calculation method code ref exactly 1

pfrd-sec:confidence interval percent only pfrd-sec:Percent type datatype

pfrd-sec:calculation method code other only pfrd-sec:String restricted256Type datatype

pfrd-sec:calculation method code ref only pfrd-sec:Calculation method code type

pfrd-sec:weighted method code ref exactly 1

pfrd-sec:va RMonth2Percent only pfrd-sec:Unsigned decimal restricted3p4Type datatype

pfrd-sec:calculation method code other max 1

The structure for Hedge Fund Risk VAR calculated values is the same for all metric types. It has percentage data properties for VAR confidence level and horizon in month brackets. Metadata properties describe the calculation method, confidence interval, lookback period, weighting factor and method.