Invesco S&P MidCap 400 Pure Value ETF (RFV)

134.93 +3.55 (+2.70%) USD  |  NYSEARCA  |  Jan 21, 16:00
134.97 +0.04 (+0.03%) After-Hours: 20:00
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RFV Monthly Value at Risk (VaR) 5% (15Y Lookback)

Monthly Value at Risk (VaR) 5% (15Y Lookback) Chart

View Monthly Value at Risk (VaR) 5% (15Y Lookback) for RFV.
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Sep '18
Jan '19
May '19
 
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270.00
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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% (15Y Lookback) Range, Past 5 Years

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Monthly Value at Risk (VaR) 5% (15Y Lookback) Benchmarks

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Monthly Value at Risk (VaR) 5% (15Y Lookback) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Historical Sortino (15Y) Upgrade
Max Drawdown (15Y) Upgrade