VANGUARD HIGH Value At Risk
| VWALX Fund | | | USD 10.55 -0.08 -0.75% |
Observed values used in the Value At Risk indicator for Vanguard High Yield Tax Exempt are included in this dataset. Use
World Market Map to explore diversified allocation structure. The construction of a diversified portfolio involves managing position exposure. The allocation includes a position in Vanguard High Yield Tax Exempt. It is distributed across the allocation. 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 board of governors.
Vanguard High Yield Tax Exempt has current Value At Risk of
-0.38. 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)) |
| = | -0.38 | |
| ER[a] | = | Expected return on investing in VANGUARD HIGH |
| STD | = | Standard Deviation of VANGUARD HIGH |
| 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 High Yield Tax Exempt 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 HIGH to Peers
Other Technical Indicators