Vanguard Multifactor Value At Risk
| VFMF ETF | | | USD 166.83 0.41 0.25% |
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 Vanguard Multifactor's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Vanguard Multifactor has a Value At Risk of
-1.49, indicating the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for Vanguard Multifactor under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.49 | |
Value At Risk Peers Comparison
Among sector peers, Vanguard Multifactor's Value At Risk of -1.4923 is above the -2.06 group average. The range runs from -2.707 (iShares MSCI Japan) to 0.0 (). Vanguard Multifactor 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 Vanguard Multifactor 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 Vanguard Multifactor to PeersMethodology, Assumptions & Data Sources
Vanguard Multifactor's Value At Risk currently stands at -1.49. The Value At Risk for Vanguard Multifactor applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
Other Technical Indicators