NATIONWIDE INVESTOR Value At Risk
| GCFRX Fund | | | USD 10.25 0.03 0.29% |
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 NATIONWIDE INVESTOR's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
At
-0.60, NATIONWIDE INVESTOR's Value At Risk indicates the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for NATIONWIDE INVESTOR under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -0.60 | |
Value At Risk Peers Comparison
Among sector peers, NATIONWIDE INVESTOR's Value At Risk of -0.5976 is above the -1.02 group average. The range runs from -2.2091 (Fidelity Diversified International) to 0.0 (). NATIONWIDE INVESTOR carries higher 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 Nationwide Investor 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 NATIONWIDE INVESTOR to PeersMethodology, Assumptions & Data Sources
NATIONWIDE INVESTOR has a current Value At Risk reading of -0.60. The Value At Risk for NATIONWIDE INVESTOR applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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