VANGUARD MARKET Value At Risk
| VMNIX Fund | | | USD 14.64 0.03 0.21% |
This module presents the Value At Risk indicator for Vanguard Market Neutral using available market inputs. Coverage differences may occur across instruments and market segments. Diversification context is available through
World Market Map. Allocation context can improve visibility into portfolio balance. Portfolio tools allow users to monitor Vanguard Market Neutral alongside other positions. All values are presented as reference data. Broader economic conditions can influence Vanguard Market Neutral's mutual fund valuation — related indicators include
signals in gross domestic product.
Vanguard Market Neutral has current Value At Risk of
-0.89. 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)) |
| = | -0.89 | |
| ER[a] | = | Expected return on investing in VANGUARD MARKET |
| STD | = | Standard Deviation of VANGUARD MARKET |
| 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 Market Neutral 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 MARKET to Peers
Other Technical Indicators