Angel Oak Mortgage-Backed Securities ETF (MBS)

8.595 +0.01 (+0.12%) USD  |  NYSEARCA  |  Nov 04, 16:00
8.61 +0.01 (+0.17%) Pre-Market: 20:00
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MBS Monthly Value at Risk (VaR) 5% (Since Inception)

Monthly Value at Risk (VaR) 5% (Since Inception) Chart

View Monthly Value at Risk (VaR) 5% (Since Inception) for MBS.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
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Historical Monthly Value at Risk (VaR) 5% (Since Inception) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
July 31, 2024 --
Date Value
June 30, 2024 --
May 31, 2024 --
April 30, 2024 --
March 31, 2024 --

Monthly Value at Risk (VaR) 5% (Since Inception) Range, Past 5 Years

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Minimum
Mar 2024
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Maximum
Oct 2024
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Average
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Median

Monthly Value at Risk (VaR) 5% (Since Inception) Benchmarks

PIMCO Mortgage-Backed Securities Act ETF Upgrade
WisdomTree Mortgage Plus Bond Upgrade
JHancock Mortgage Backed Sec ETF Upgrade
First Trust Commercial Mortg Opports ETF Upgrade
Strive Total Return Bond ETF Upgrade

Monthly Value at Risk (VaR) 5% (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade