Vanguard Windsor Value At Risk
| VWNFX Fund | | | USD 49.87 0.37 0.75% |
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 Windsor's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
Vanguard Windsor has a Value At Risk of
-1.40, indicating the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for Vanguard Windsor under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.40 | |
| ER[a] | = | Expected return on investing in Vanguard Windsor |
| STD | = | Standard Deviation of Vanguard Windsor |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Vanguard Windsor falls above the -1.71 peer average for Value At Risk. leads at 0.0 while Vanguard International Growth registers the lowest at -2.5559. Vanguard Windsor 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 Windsor 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 Windsor to PeersMethodology, Assumptions & Data Sources
Vanguard Windsor has a current Value At Risk reading of -1.40. Vanguard Windsor's Value At Risk is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Vanguard Windsor operates in the large value funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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