Itaú Unibanco Holding SA (ITUB)

8.00 +0.06 (+0.76%) USD  |  NYSE  |  May 21, 16:00
8.03 +0.03 (+0.38%) Pre-Market: 07:51
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Itaú Unibanco 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 ITUB.
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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% (5Y Lookback) Range, Past 5 Years

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Median

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

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Nu Holdings Ltd. --
Banco Bradesco SA Upgrade
Banco Santander (Brasil) SA Upgrade
Banco do Brasil SA Upgrade
Inter & Co., Inc. --

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