WisdomTree Managed Value At Risk
| WTMF ETF | | | USD 40.92 0.17 0.42% |
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 WisdomTree Managed's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
WisdomTree Managed's Value At Risk of
-1.03 reflects the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for WisdomTree Managed under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.03 | |
| ER[a] | = | Expected return on investing in WisdomTree Managed |
| STD | = | Standard Deviation of WisdomTree Managed |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Among sector peers, WisdomTree Managed's Value At Risk of -1.032 is above the -1.48 group average. The range runs from -2.6197 (The RBB Fund) to 0.0 (). WisdomTree Managed 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 WisdomTree Managed 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 WisdomTree Managed to PeersMethodology, Assumptions & Data Sources
WisdomTree Managed's Value At Risk currently stands at -1.03. WisdomTree Managed'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. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. 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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