Vanguard Short Value At Risk
| VCSH Etf | | | USD 79.15 0.16 0.20% |
Historical market data for Vanguard Short Term Corporate forms the basis of the Value At Risk indicator shown here. Related indicator context is organized within
Equity Screeners.
World Market Map frames the approach to diversified portfolio design. The portfolio structure determines how individual positions contribute to the whole. Portfolio analysis tools can evaluate how Vanguard Short Term Corporate fits within a broader allocation. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Vanguard Short Term Corporate's etf valuation — related indicators include
signals in main economic indicators.
Vanguard Short Term Corporate has current Value At Risk of
-0.20. 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)) |
| = | -0.20 | |
| ER[a] | = | Expected return on investing in Vanguard Short |
| STD | = | Standard Deviation of Vanguard Short |
| 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 Short Term Corporate claims the number one ranking for value at risk across ETF peers. It is currently under evaluation for maximum drawdown across ETF peers .
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 Short to Peers
Other Technical Indicators