VictoryShares Value At Risk
| MDCP Etf | | | USD 27.21 0.00 0.00% |
This dataset for VictoryShares reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. Review
Correlation Analysis to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Portfolio construction reflects how positions are combined across holdings. All metrics are derived from available inputs and shown for reference. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in median.
VictoryShares has current Value At Risk of
-1.85. 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)) |
| = | -1.85 | |
| ER[a] | = | Expected return on investing in VictoryShares |
| STD | = | Standard Deviation of VictoryShares |
| 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
VictoryShares is rated
below average for value at risk among related ETFs. It is currently under evaluation for maximum drawdown among related 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.
Other Technical Indicators