Vanguard Russell 1000 Index Fund ETF (VONE)

312.62 +1.11 (+0.36%) USD  |  NASDAQ  |  Dec 11, 16:00
312.52 -0.10 (-0.03%) Pre-Market: 20:00
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VONE 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 VONE.
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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% (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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Fidelity Quality Factor ETF --
Fidelity Low Volatility Factor ETF --
Schwab 1000 Index ETF --
JPMorgan US Momentum Factor ETF --

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