Vanguard ESG Value At Risk
| VSGX Etf | | | USD 71.47 1.96 2.82% |
The Value At Risk profile for Vanguard ESG International is based on historical price and volume observations. Normalization methods and data feeds may affect reported values. Review
World Market Map for context on portfolio diversification. This information is provided for contextual purposes. Vanguard ESG International can be added to a watchlist or portfolio for position tracking. Performance attribution breaks down contribution by individual holding. Broader economic conditions can influence Vanguard ESG International's etf valuation — related indicators include
signals in census.
Vanguard ESG International has current Value At Risk of
-2.01. 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)) |
| = | -2.01 | |
| ER[a] | = | Expected return on investing in Vanguard ESG |
| STD | = | Standard Deviation of Vanguard ESG |
| 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 ESG International is rated
below average in value at risk compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar 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.
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