VANGUARD GLOBAL Value At Risk
| VMVFX Fund | | | USD 16.67 -0.02 -0.12% |
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 GLOBAL's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
VANGUARD GLOBAL registers a Value At Risk of
-0.87, reflecting the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for VANGUARD GLOBAL under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -0.87 | |
| ER[a] | = | Expected return on investing in VANGUARD GLOBAL |
| STD | = | Standard Deviation of VANGUARD GLOBAL |
| 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 -2.21 for Value At Risk, with VANGUARD GLOBAL at -0.8674 falling above that level. Readings span -6.0394 (iShares MSCI Global) to 0.0 (). VANGUARD GLOBAL 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 Global 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 GLOBAL to PeersMethodology, Assumptions & Data Sources
The current Value At Risk for VANGUARD GLOBAL is -0.87. The Value At Risk for VANGUARD GLOBAL 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. 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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