Avantis Small Value At Risk
| AVUV Etf | | | USD 110.73 0.81 0.74% |
The Value At Risk indicator for Avantis Small is constructed from normalized market data. Related indicator context is organized within
Equity Screeners. Diversification context is available through
Trending Equities. This information is provided for contextual purposes. Adding Avantis Small Cap to a portfolio enables side-by-side comparison with other holdings. This enables performance tracking across the full position set. Broader economic conditions can influence Avantis Small Cap's etf valuation — related indicators include
signals in manufacturing.
Avantis Small Cap has current Value At Risk of
-1.62. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.62 | |
| ER[a] | = | Expected return on investing in Avantis Small |
| STD | = | Standard Deviation of Avantis Small |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Avantis Small Cap falls in the
fifth position for value at risk relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
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