VANGUARD CORE Value At Risk
| VCORX Fund | | | USD 8.96 -0.07 -0.78% |
The Value At Risk profile for Vanguard E Bond is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Normalization methods and data feeds may affect reported values. Related screening structures are referenced through
Equity Screeners.
World Market Map provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. The allocation shows a weighting toward Vanguard E Bond. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. All figures are presented for informational review and are not prescriptive. 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 main economic indicators.
Vanguard E Bond has current Value At Risk of
-0.33. 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)) |
| = | -0.33 | |
| ER[a] | = | Expected return on investing in VANGUARD CORE |
| STD | = | Standard Deviation of VANGUARD CORE |
| 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 E Bond is rated
below average 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.
Compare VANGUARD CORE to Peers
Other Technical Indicators