var and risk capital

Totally depends how you are measuring you VaR... Need more info on what measure you are using to determine your value at risk...
 
i guess a 1 day var with 95%
but its really not a math question, rahter a question like
"what do you need, how much cap you need, how much var and what kinda return can you make?
funds usually want a 20%return on capital
==>10,000,000 cap with 20% return is 2,000,000 then a var of 500,000 is realistic (4:1)???
 
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