VANGUARD TARGET Value At Risk
| VTWNX Fund | | | USD 27.77 -0.01 -0.04% |
This technical indicator view for Value At Risk organizes signals for Vanguard Target Retirement and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. VANGUARD TARGET has P/E of 17.16. See
World Market Map for portfolio-level analysis. This suggests a position in Vanguard Target Retirement within the portfolio mix. 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 inflation.
Vanguard Target Retirement has current Value At Risk of
-0.47. 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)) |
| = | -0.47 | |
| ER[a] | = | Expected return on investing in VANGUARD TARGET |
| STD | = | Standard Deviation of VANGUARD TARGET |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
VANGUARD TARGET Value At Risk Peers Comparison
VANGUARD Value At Risk Relative To Other Indicators
Vanguard Target Retirement is evaluated as
second in Value At Risk 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.
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