Aptus Drawdown Value At Risk
| ADME ETF | | | USD 55.19 -0.01 -0.02% |
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. Below is Aptus Drawdown's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
A Value At Risk of
-1.20 for Aptus Drawdown signals the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for Aptus Drawdown under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.20 | |
| ER[a] | = | Expected return on investing in Aptus Drawdown |
| STD | = | Standard Deviation of Aptus Drawdown |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Aptus Drawdown falls below the -0.96 peer average for Value At Risk. leads at 0.0 while Invesco KBW Premium registers the lowest at -1.6024. Aptus Drawdown carries lower tail risk than the peer average at the given confidence level.
Value At Risk Relative To Other Indicators
The chart below plots Value At Risk against Maximum Drawdown for Aptus Drawdown and its peers. Each point represents one equity — position along the horizontal axis shows Value At Risk while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Aptus Drawdown to PeersMethodology, Assumptions & Data Sources
Aptus Drawdown has a current Value At Risk reading of -1.20. Aptus Drawdown's Value At Risk is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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