Invesco Mortgage Capital, Inc. (IVR)

8.155 -0.08 (-1.03%) USD  |  NYSE  |  Dec 09, 16:00
8.17 +0.02 (+0.18%) After-Hours: 16:15
More

Invesco Mortgage Capital 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 IVR.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Monthly Value at Risk (VaR) 5% (5Y Lookback) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Value At Risk (VaR) Definition

View Value At Risk (VaR) Definition
Start Trial

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

Read full definition.

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

View Monthly Value at Risk (VaR) 5% (5Y Lookback) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

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

View Monthly Value at Risk (VaR) 5% (5Y Lookback) Benchmarks
Start Trial
Annaly Capital Management, Inc. Upgrade
CoStar Group, Inc. Upgrade
New Concept Energy, Inc. Upgrade
InnSuites Hospitality Trust Upgrade
Power REIT 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