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For a simple equity portfolio, I need to compute historical 1-year simulation VaR with a "1-month horizon".

I imagine this means I need to compute the 1-month return of the portfolio at each point in my 1-year history, eg. what is the 1-month return on the 1st of January, on the 2nd of January, on the 3rd, 4th, etc. Is that correct?

And if yes, does it make sense to use a 22-day horizon to eliminate any silly biases such as some months having more work days than others? (I get the 22-day window because there are roughly 260 business days in a year, divide that by 12 to get roughly 22)

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yes it is correct and yes it makes sense and is fairly standard to use 22 days for "1 month".

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