TrueShares Structured Outcome (November) ETF (NOVZ)

46.40 +0.54 (+1.18%) USD  |  BATS  |  May 06, 16:00
46.31 -0.09 (-0.20%) After-Hours: 20:00
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NOVZ 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 NOVZ.
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Sep '18
Jan '19
May '19
 
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270.00
255.00
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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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Monthly Value at Risk (VaR) 5% (5Y Lookback) Benchmarks

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TrueShares Structured Outcome (July) ETF Upgrade
TrueShares Structured Outcome (October) ETF Upgrade
TrueShares Structured Outcome (December) ETF Upgrade
Innovator US Eqty Accelerated 9 Buffer ETF - July --
Innovator Equity Dual Directional 15 B ETF - July --

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

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade