Vanguard S&P Small-Cap 600 Index Fund ETF (VIOO)

119.95 +0.78 (+0.65%) USD  |  NYSEARCA  |  Mar 04, 13:52
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VIOO 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 VIOO.
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Sep '18
Jan '19
May '19
 
285.00
270.00
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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% (10Y Lookback) Range, Past 5 Years

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

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Vanguard Small-Cap Index Fund ETF Upgrade
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Monthly Value at Risk (VaR) 5% (10Y Lookback) Related Metrics

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