Vanguard Total Value At Risk
| VBTIX Fund | | | USD 9.63 -0.08 -0.82% |
The Value At Risk indicator for Vanguard Total 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
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World Market Map for context on portfolio diversification. The diversification view provides additional analytical depth. A position in Vanguard Total Bond appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Vanguard Total Bond has current Value At Risk of
-0.31. 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)) |
| = | -0.31 | |
| ER[a] | = | Expected return on investing in Vanguard Total |
| STD | = | Standard Deviation of Vanguard Total |
| 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
Vanguard Total Bond ranks first in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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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