RBC Quant Value At Risk
| RPDH Etf | | | CAD 34.23 -0.03 -0.09% |
The Value At Risk indicator for RBC Quant is constructed from normalized market data. All inputs reflect available trading data across supported markets. Some instruments may report limited inputs depending on trading history. Related indicator context is organized within
Equity Screeners. Use
Your Equity Center to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. Reported data is organized for reference and is not a recommendation. The allocation shows a weighting toward RBC Quant European. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. All content is derived from available inputs and carries no advisory implication. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
RBC Quant European has current Value At Risk of
-1.24. 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)) |
| = | -1.24 | |
| ER[a] | = | Expected return on investing in RBC Quant |
| STD | = | Standard Deviation of RBC Quant |
| 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
RBC Quant European is rated
below average in value at risk against similar ETFs. It is currently under evaluation in maximum drawdown against similar 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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