Global X Gold Producer Equity Covered Call ETF (GLCC.TO)

60.16 +0.76 (+1.28%) CAD  |  TSX  |  Jan 09, 16:00
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GLCC.TO Monthly Value at Risk (VaR) 5% (5Y Lookback)

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

View Monthly Value at Risk (VaR) 5% (5Y Lookback) for GLCC.TO.
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Sep '18
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May '19
 
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Historical Data

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Value At Risk (VaR) Definition

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

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

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

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Hamilton Gold Producer Yield Maximizer --
Global X Gold Producers Idx ETF --
BMO Junior Gold Index ETF Upgrade
BMO Equal Weight Global Gold Index ETF Upgrade
iShares S&P/TSX Global Gold Index ETF Upgrade

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

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade