iShares MSCI World ETF (URTH)

188.82 +1.61 (+0.86%) USD  |  NYSEARCA  |  Mar 04, 16:00
190.00 +1.18 (+0.62%) After-Hours: 20:00
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URTH Monthly Value at Risk (VaR) 5% (10Y Lookback)

Monthly Value at Risk (VaR) 5% (10Y Lookback) Chart

View Monthly Value at Risk (VaR) 5% (10Y Lookback) for URTH.
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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% (10Y Lookback) Range, Past 5 Years

View Monthly Value at Risk (VaR) 5% (10Y Lookback) Range, Past 5 Years
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Monthly Value at Risk (VaR) 5% (10Y Lookback) Benchmarks

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Monthly Value at Risk (VaR) 5% (10Y Lookback) Related Metrics

Alpha (10Y) Upgrade
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Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
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Max Drawdown (10Y) Upgrade