ProShares UltraShort Value At Risk
| SCC Etf | | | USD 16.77 0.73 4.55% |
The Value At Risk indicator for ProShares UltraShort 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.
World Market Map frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The allocation includes a position in ProShares UltraShort Consumer. It is distributed across the allocation. The weighting is determined by the allocation framework in use. No forward-looking guarantees are expressed or implied by this data. 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.
ProShares UltraShort Consumer has current Value At Risk of
-3.28. 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)) |
| = | -3.28 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
ProShares UltraShort Consumer is rated
below average for value at risk among peer ETFs. It is currently under evaluation for maximum drawdown among peer 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.
Compare ProShares UltraShort to Peers
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