backtesting graphs semivariance var fyi forwarded sheila glover hou ect 03 09 2000 08 11 enron north america corp samantha davidson 03 08 2000 09 07 pm ted murphy hou ect ect david port corp enron enron cc tanya tamarchenko hou ect ect sheila glover hou ect ect william patrick lewis hou ect ect mike fowler corp enron enron subject backtesting graphs semivariance var per request please review graphs comparision backtesting results current var model model using semivariance conclusion proposed var tuning rlpm backtests well current method given data sample used gary requested method approved adopted current method reflecting directional risk associated positions upon approval method implemented immediately thousands