VANGUARD CONSUMER Value At Risk
| VCSAX Fund | | | USD 109.24 -1.06 -0.96% |
Observed values used in the Value At Risk indicator for Vanguard Sumer Staples are included in this dataset. The underlying data comes from exchange-reported trading records.
World Market Map frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. A position in Vanguard Sumer Staples is indicated here. It is reflected in the overall portfolio structure. Position weights are derived from the portfolio construction methodology. This content does not constitute investment advice or a recommendation. 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 nation.
Vanguard Sumer Staples has current Value At Risk of
-1.37. 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)) |
| = | -1.37 | |
| 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 Sumer Staples is rated
third 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 CONSUMER to Peers
Other Technical Indicators