VANGUARD MID-CAP Value At Risk
| VIMAX Fund | | | USD 352.98 -6.31 -1.76% |
This module presents the Value At Risk indicator for Vanguard Mid Cap Index using available market inputs. The underlying data comes from exchange-reported trading records. Coverage differences may occur across instruments and market segments. Portfolio design and allocation context appear in
World Market Map. The view supports a broader understanding of portfolio structure. Portfolio balance depends on how holdings are weighted relative to each other. The allocation includes a position in Vanguard Mid Cap Index. The position falls within the allocation view. The sizing of each position reflects the overall allocation strategy. The dataset reflects available inputs without directional implication. 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 Mid Cap Index has current Value At Risk of
-1.46. 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)) |
| = | -1.46 | |
| ER[a] | = | Expected return on investing in VANGUARD MID-CAP |
| STD | = | Standard Deviation of VANGUARD MID-CAP |
| 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 Mid Cap Index is rated
fourth 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 MID-CAP to Peers
Other Technical Indicators