Dimensional International Value At Risk
| DFAI Etf | | | USD 38.27 -0.25 -0.65% |
Historical market data for Dimensional International Core forms the basis of the Value At Risk indicator shown here. Cross-instrument Value At Risk comparisons are available via
Equity Screeners.
Investing Opportunities provides context for diversified portfolio construction. All figures are based on reported data and are informational in nature. Dimensional International Core can be tracked within a custom portfolio for ongoing monitoring. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence Dimensional International Core's etf valuation — related indicators include
signals in nation.
Dimensional International Core has current Value At Risk of
-1.65. 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)) |
| = | -1.65 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Dimensional International Core is rated
below average for value at risk across ETF peers. It is currently under evaluation for maximum drawdown across 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.
Compare Dimensional International to Peers
Other Technical Indicators