Innovator MSCI Value At Risk
| IJAN ETF | | | USD 37.62 0.13 0.35% |
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 Innovator MSCI's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Innovator MSCI carries a Value At Risk of
-1.09, consistent with the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for Innovator MSCI under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.09 | |
| ER[a] | = | Expected return on investing in Innovator MSCI |
| STD | = | Standard Deviation of Innovator MSCI |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Relative to peers, Innovator MSCI's Value At Risk is below the group average of -0.79. Peer readings range from -1.2089 (Innovator SAMPP 500) to 0.0 (), reflecting tight clustering across the sector. Innovator MSCI 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 Innovator MSCI 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 Innovator MSCI to PeersMethodology, Assumptions & Data Sources
Innovator MSCI has a current Value At Risk reading of -1.09. The Value At Risk for Innovator MSCI is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. 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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