iShares MSCI Intl Momentum Factor ETF (IMTM)

50.15 +0.45 (+0.91%) USD  |  NYSEARCA  |  Jan 12, 16:00
50.16 0.00 (0.00%) Pre-Market: 20:00
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IMTM Monthly Value at Risk (VaR) 5% (3Y Lookback)

Monthly Value at Risk (VaR) 5% (3Y Lookback) Chart

View Monthly Value at Risk (VaR) 5% (3Y Lookback) for IMTM.
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Sep '18
Jan '19
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% (3Y Lookback) Range, Past 5 Years

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Monthly Value at Risk (VaR) 5% (3Y Lookback) Benchmarks

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iShares MSCI ACWI ex US ETF Upgrade
SPDR Portfolio Developed World ex-US ETF Upgrade
iShares Core MSCI Total International Stock ETF Upgrade
iShares Core MSCI EAFE ETF Upgrade
iShares Currency Hedged MSCI EAFE ETF Upgrade

Monthly Value at Risk (VaR) 5% (3Y Lookback) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Historical Sortino (3Y) Upgrade
Max Drawdown (3Y) Upgrade