VANGUARD INFLATION-PROTEC Value At Risk
| VIPSX Fund | | | USD 11.72 -0.09 -0.76% |
The Value At Risk indicator for Vanguard Inflation Protected Securities is derived from observed market data. The calculation draws on time-series market data across available periods. Exchange-specific data schedules may affect the recency of readings. Review
World Market Map for context on portfolio diversification. The diversification view provides additional analytical depth. Portfolio construction reflects how positions are combined across holdings. This summary reflects available observations without forecasting intent. This includes a position in Vanguard Inflation Protected Securities. The position sits inside the allocation mix. 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 real.
Vanguard Inflation Protected Securities has current Value At Risk of
-0.26. 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)) |
| = | -0.26 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Vanguard Inflation Protected Securities ranks first 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 INFLATION-PROTEC to Peers
Other Technical Indicators