AdvisorShares Vice Value At Risk
| VICE Etf | | | USD 31.51 0.18 0.57% |
Technical inputs supporting the Value At Risk indicator for AdvisorShares Vice ETF are shown here. Additional screening context is available through
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World Market Map frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. AdvisorShares Vice ETF can be evaluated within a portfolio framework for weight and risk impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence AdvisorShares Vice ETF's etf valuation — related indicators include
signals in discontinued.
AdvisorShares Vice ETF has current Value At Risk of
-0.97. 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)) |
| = | -0.97 | |
| ER[a] | = | Expected return on investing in AdvisorShares Vice |
| STD | = | Standard Deviation of AdvisorShares Vice |
| 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
AdvisorShares Vice ETF holds the
#5 position for value at risk among peer ETFs. It is currently under evaluation for maximum drawdown among peer 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 AdvisorShares Vice to Peers
Other Technical Indicators