What does it mean when value at risk (VaR) is positive?

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I have 10 weeks of data and I'm trying to find the Value at risk using 20% confidence interval.

This would be the 10*(1-.2) = 8th week. The problem is that the returns for the 8th week are positive.


Does this mean that at 20% confidence my VaR is 0?

Additional Details

This is for a finance class, not based on a real world scenario.

I should clarify. This is based on a historical simulation. The historical return during the 8th week of the 10 week scenario is positive 4%. VaR that I've done thus far have been when returns are negative, and I'm not sure what to do with a positive return.

Sorry, not 8th week, 8th rank.

What does it mean when value at risk (VaR) is positive?