# Calculation VaR on long term period

I'm calculating VaR numbers from historical data for a single instrument (it's plain vanilla, not a derivative) and receive such variables:

I could provide necessary data, and formulas but I guess anyone on QF understands what is historical VaR and how it's calculated

• Median: -0.02%
• Standart Dev: 3.45%
• Norm Dist 1%: -8.06%
• Last Price: 349,628
• VaR T+1: 325,671 / 28,556 / 8.06%

The only problem that when I'm trying to use it for calculation VaR for 365 days forward (or any long term period) I receive figures that seems a bit irrelevant.

So is it «fine» to calculate VaR for such long period? And if no what should I do to receive relevant-risk-data for my instrument? cVaR? Monte-Carlo VaR modeling?