VictoryShares Multi Value At Risk
| VSMV Etf | | | USD 56.34 -0.44 -0.77% |
The Value At Risk indicator for VictoryShares Multi is constructed from normalized market data. Values reflect historical observations within the available dataset. The depth of trading history affects the precision of the indicator. Diversification context is available through
World Market Map. Allocation context can improve visibility into portfolio balance. Diversification context is built from the relationships between portfolio holdings. All figures are presented for informational review and are not prescriptive. The holding in VictoryShares Multi Factor Minimum represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
VictoryShares Multi Factor Minimum has current Value At Risk of
-0.79. 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)) |
| = | -0.79 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
VictoryShares Multi Factor Minimum stands at number one for value at risk relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
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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