Vanguard Consumer Value At Risk
| VCR Etf | | | USD 354.51 -6.65 -1.84% |
Observed values used in the Value At Risk indicator for Vanguard Consumer Discretionary are included in this dataset. The information is based on observed market data across timeframes.
World Market Map provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. Diversification analysis considers the interaction of positions within a portfolio. The portfolio reflects a holding in Vanguard Consumer Discretionary. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. The content reflects structured data inputs rather than subjective analysis. 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.
Vanguard Consumer Discretionary has current Value At Risk of
-2.24. 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)) |
| = | -2.24 | |
| ER[a] | = | Expected return on investing in Vanguard Consumer |
| STD | = | Standard Deviation of Vanguard Consumer |
| 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 Consumer Discretionary 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.
Compare Vanguard Consumer to Peers
Other Technical Indicators