Aptus Defined Value At Risk
| DRSK Etf | | | USD 27.49 -0.05 -0.18% |
This dataset for Aptus Defined Risk reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals. Use
Investing Opportunities to explore diversified allocation structure. Allocation context can improve visibility into portfolio balance. The construction of a diversified portfolio involves managing position exposure. All figures are based on reported data and are informational in nature. This captures an allocation to Aptus Defined Risk. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in population.
Aptus Defined Risk has current Value At Risk of
-0.53. 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)) |
| = | -0.53 | |
| ER[a] | = | Expected return on investing in Aptus Defined |
| STD | = | Standard Deviation of Aptus Defined |
| 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
Aptus Defined Risk sits atop the peer group for value at risk within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group .
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 Aptus Defined to Peers
Other Technical Indicators