State Street SPDR Portfolio Int Term Treasury ETF (SPTI)

29.01 -0.21 (-0.72%) USD  |  NYSEARCA  |  Mar 02, 16:00
28.93 -0.08 (-0.28%) Pre-Market: 08:36
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SPTI Monthly Value at Risk (VaR) 5% (3Y Lookback)

Monthly Value at Risk (VaR) 5% (3Y Lookback) Chart

View Monthly Value at Risk (VaR) 5% (3Y Lookback) for SPTI.
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Sep '18
Jan '19
May '19
 
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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% (3Y Lookback) Range, Past 5 Years

View Monthly Value at Risk (VaR) 5% (3Y Lookback) Range, Past 5 Years
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Monthly Value at Risk (VaR) 5% (3Y Lookback) Benchmarks

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Schwab Intermediate-Term US Treasury ETF Upgrade
JPMorgan BetaBuilders US Treasury Bond 3-10 Yr ETF --
State Street SPDR Portfolio TIPS ETF Upgrade
State Street SPDR Portfolio Long Term Treasury ETF Upgrade
Invesco Equal Weight 0-30 Year Treasury ETF Upgrade

Monthly Value at Risk (VaR) 5% (3Y Lookback) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Historical Sortino (3Y) Upgrade
Max Drawdown (3Y) Upgrade