State Street SPDR S&P MidCap 400 ETF Trust (MDY)

646.94 -0.07 (-0.01%) USD  |  NYSEARCA  |  Mar 04, 16:00
643.00 -3.94 (-0.61%) Pre-Market: 08:47
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MDY Monthly Value at Risk (VaR) 5% (10Y Lookback)

Monthly Value at Risk (VaR) 5% (10Y Lookback) Chart

View Monthly Value at Risk (VaR) 5% (10Y Lookback) for MDY.
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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% (10Y Lookback) Range, Past 5 Years

View Monthly Value at Risk (VaR) 5% (10Y Lookback) Range, Past 5 Years
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Monthly Value at Risk (VaR) 5% (10Y Lookback) Benchmarks

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State Street SPDR Portfolio S&P 400 Mid Cap ETF Upgrade
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Vanguard Extended Market Index Fund ETF Upgrade
Vanguard S&P Mid-Cap 400 Index Fund ETF Upgrade
Schwab US Mid-Cap ETF Upgrade

Monthly Value at Risk (VaR) 5% (10Y Lookback) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Historical Sortino (10Y) Upgrade
Max Drawdown (10Y) Upgrade