VANGUARD EMERGING Value At Risk
| VMMSX Fund | | | USD 28.70 -0.80 -2.71% |
The Value At Risk indicator for Vanguard Emerging Markets is derived from observed market data. The dataset is based on observed market activity where data is available.
World Market Map provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Portfolio balance depends on how holdings are weighted relative to each other. This includes a position in Vanguard Emerging Markets. The allocation reflects this within the position set. Each holding is sized according to the methodology applied to the portfolio. This summary reflects available observations without forecasting intent. 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 population.
Vanguard Emerging Markets has current Value At Risk of
-1.97. 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)) |
| = | -1.97 | |
| ER[a] | = | Expected return on investing in VANGUARD EMERGING |
| STD | = | Standard Deviation of VANGUARD EMERGING |
| 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 Emerging Markets is rated
below average 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 EMERGING to Peers
Other Technical Indicators