TrueShares Active Yield ETF (ERNZ)

24.78 +0.12 (+0.51%) USD  |  NASDAQ  |  Nov 21, 16:00
More

ERNZ Monthly Value at Risk (VaR) 5% (Since Inception)

Monthly Value at Risk (VaR) 5% (Since Inception) Chart

View Monthly Value at Risk (VaR) 5% (Since Inception) for ERNZ.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Monthly Value at Risk (VaR) 5% (Since Inception) Data

View and export this data back to 2024. Upgrade now.
Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
Date Value
July 31, 2024 --
June 30, 2024 --

Monthly Value at Risk (VaR) 5% (Since Inception) Range, Past 5 Years

Upgrade
Minimum
Jul 2024
Upgrade
Maximum
Oct 2024
Upgrade
Average
Upgrade
Median
Sep 2024

Monthly Value at Risk (VaR) 5% (Since Inception) Benchmarks

Invesco Bloomberg Pricing Power ETF Upgrade
Hennessy Stance ESG ETF Upgrade
SEI Enhanced Low Volatil US Lg Cap ETF Upgrade
SGI U.S. Large Cap Core ETF Upgrade
iShares MSCI USA Size Factor ETF Upgrade

Monthly Value at Risk (VaR) 5% (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade