SPDR MSCI World StrategicFactors ETF (QWLD)

123.91 +0.52 (+0.42%) USD  |  NYSEARCA  |  Dec 20, 16:00
123.08 -0.83 (-0.67%) After-Hours: 20:00
More

QWLD 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 QWLD.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Monthly Value at Risk (VaR) 5% (Since Inception) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

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
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

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

View Monthly Value at Risk (VaR) 5% (Since Inception) Benchmarks
Start Trial
iShares MSCI Kokusai ETF Upgrade
SPDR MSCI ACWI Climate Paris Aligned ETF Upgrade
iShares Global Equity Factor ETF Upgrade
iShares MSCI Global Sustainable Development Goals Upgrade
FlexShares STOXX Global ESG Select Index Fund 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
Historical Sharpe Ratio (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade