VANGUARD LARGE-CAP Value At Risk
| VLCAX Fund | | | USD 165.83 1.27 0.77% |
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 LARGE-CAP's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
VANGUARD LARGE-CAP carries a Value At Risk of
-1.52, consistent with the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for VANGUARD LARGE-CAP under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.52 | |
| ER[a] | = | Expected return on investing in VANGUARD LARGE-CAP |
| STD | = | Standard Deviation of VANGUARD LARGE-CAP |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
The peer group averages -1.54 for Value At Risk, with VANGUARD LARGE-CAP at -1.5191 falling above that level. Readings span -2.109 (Vanguard Ftse All World) to 0.0 (). VANGUARD LARGE-CAP 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 Large 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 LARGE-CAP to PeersMethodology, Assumptions & Data Sources
VANGUARD LARGE-CAP's Value At Risk currently stands at -1.52. The Value At Risk for VANGUARD LARGE-CAP applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. VANGUARD LARGE-CAP operates in the large blend sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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