Monthly Value at Risk (VaR) 5% (5Y Lookback) Chart

View Monthly Value at Risk (VaR) 5% (5Y Lookback) for CAN.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Monthly Value at Risk (VaR) 5% (5Y Lookback) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
July 31, 2024 --
June 30, 2024 --
May 31, 2024 --
Date Value
April 30, 2024 --
March 31, 2024 --
February 29, 2024 --
January 31, 2024 --
December 31, 2023 --
November 30, 2023 --

Value At Risk (VaR) Definition

The VaR calculates the potential loss of an investment with a given time frame and confidence level.

Read full definition.

Monthly Value at Risk (VaR) 5% (5Y Lookback) Range, Past 5 Years

Minimum
Sep 2024
Maximum
Jan 2024
Average
Median

Monthly Value at Risk (VaR) 5% (5Y Lookback) Benchmarks

Monthly Value at Risk (VaR) 5% (5Y Lookback) Related Metrics