IEO Monthly Value at Risk (VaR) 5% (Since Inception) Analysis

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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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Alpha (vs YCharts Benchmark) (Since Inception)	Upgrade
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Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Historical Sharpe Ratio (Since Inception)	Upgrade
Historical Sortino (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade

iShares US Oil & Gas Exploration & Production ETF (IEO)