Vanguard FTSE Value At Risk
| VWRL Etf | | | EUR 138.94 -1.58 -1.12% |
Historical market data for Vanguard FTSE All World forms the basis of the Value At Risk indicator shown here. The indicator computation uses normalized market activity data. Use
World Market Map to explore diversified allocation structure. Understanding allocation structure supports portfolio context. The allocation includes a position in Vanguard FTSE All World. It is distributed across the allocation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Vanguard FTSE All World has current Value At Risk of
-1.12. 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)) |
| = | -1.12 | |
| ER[a] | = | Expected return on investing in Vanguard FTSE |
| STD | = | Standard Deviation of Vanguard FTSE |
| 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 FTSE All World maintains a
third standing in value at risk across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
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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