iShares Intermediate Govt/Credit Bond ETF (GVI)

107.32 +0.10 (+0.10%) USD  |  BATS  |  Jan 23, 16:00
107.30 -0.02 (-0.01%) Pre-Market: 20:00
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GVI Monthly Value at Risk (VaR) 5% (15Y Lookback)

Monthly Value at Risk (VaR) 5% (15Y Lookback) Chart

View Monthly Value at Risk (VaR) 5% (15Y Lookback) for GVI.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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% (15Y Lookback) Range, Past 5 Years

View Monthly Value at Risk (VaR) 5% (15Y Lookback) Range, Past 5 Years
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Monthly Value at Risk (VaR) 5% (15Y Lookback) Benchmarks

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iShares Core 1-5 Year USD Bond ETF --
iShares 0-5 Year Investment Grade Corporate Bd ETF --
iShares ESG Aware 1-5 Year USD Corporate Bond ETF --
iShares Core US Aggregate Bond ETF Upgrade
iShares Floating Rate Bond ETF --

Monthly Value at Risk (VaR) 5% (15Y Lookback) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Historical Sortino (15Y) Upgrade
Max Drawdown (15Y) Upgrade