Mackenzie US Low Volatility ETF (MULV.TO)

23.62 -0.33 (-1.38%) CAD  |  TSX  |  Mar 04, 16:00
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MULV.TO 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 MULV.TO.
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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% (Since Inception) Range, Past 5 Years

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

View Monthly Value at Risk (VaR) 5% (Since Inception) Benchmarks
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iShares US Fundamental Index ETF Upgrade
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Fidelity U.S. Low Volatility ETF Upgrade
Manulife Smart U.S. Defensive Equity ETF Hedged Upgrade
CI U.S. Minimum Downside Volatility Idx ETF Unhdgd 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