iShares 20+ Year Treasury Bond ETF (TLT)

85.65 -0.43 (-0.50%) USD  |  NASDAQ  |  May 07, 16:00
85.92 +0.27 (+0.32%) Pre-Market: 09:02
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TLT 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 TLT.
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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% (5Y Lookback) Range, Past 5 Years

View 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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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