WisdomTree International Value At Risk
| IHDG Etf | | | USD 46.51 -1.16 -2.43% |
The Value At Risk calculation for WisdomTree International draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator. Portfolio design and allocation context appear in
Risk vs Return Analysis. The view supports a broader understanding of portfolio structure. Portfolio balance depends on how holdings are weighted relative to each other. A position in WisdomTree International Hedged is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
WisdomTree International Hedged has current Value At Risk of
-1.81. 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)) |
| = | -1.81 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
WisdomTree International Hedged is rated
below average in value at risk relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable ETFs .
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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