Vanguard Mortgage-Backed Secs Idx Fund ETF (VMBS)

46.90 +0.07 (+0.15%) USD  |  NASDAQ  |  Apr 02, 12:52
More

VMBS 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 VMBS.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Monthly Value at Risk (VaR) 5% (15Y Lookback) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Value At Risk (VaR) Definition

View Value At Risk (VaR) Definition
Start Trial

The VaR calculates the potential loss of an investment with a given time frame and confidence level.

Read full definition.

Monthly Value at Risk (VaR) 5% (15Y Lookback) Range, Past 5 Years

View Monthly Value at Risk (VaR) 5% (15Y Lookback) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

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

View Monthly Value at Risk (VaR) 5% (15Y Lookback) Benchmarks
Start Trial
Vanguard Intermediate-Term Bond Index Fund ETF Upgrade
Vanguard Total Bond Market Index Fund ETF Upgrade
Vanguard Short-Term Bond Index Fund ETF Upgrade
Vanguard Extended Duration Treasury Index Fd ETF Upgrade
Vanguard Short-Term Treasury Index Fund ETF Upgrade

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