VANGUARD SHORT-TERM Value At Risk
| VTAPX Fund | | | USD 25.02 -0.04 -0.16% |
The Value At Risk profile for Vanguard Short Term Inflation Protected is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Normalization methods and data feeds may affect reported values.
World Market Map provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Diversification context is built from the relationships between portfolio holdings. A position in Vanguard Short Term Inflation Protected is indicated here. It is reflected in the overall portfolio structure. 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 employment.
Vanguard Short Term Inflation Protected has current Value At Risk of
-0.12. 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)) |
| = | -0.12 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Vanguard Short Term Inflation Protected 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 SHORT-TERM to Peers
Other Technical Indicators