iShares US High Dividend Equity Index ETF (XHU.TO)

35.67 -0.16 (-0.45%) CAD  |  TSX  |  Jan 20, 16:00
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XHU.TO 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 XHU.TO.
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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

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

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iShares US High Div Eq Idx ETF (CAD-Hedged) Upgrade
iShares Core MSCI US Quality Dividend Index ETF --
CI U.S. Quality Dividend Growth Idx ETF Non-Hdg --
Fidelity U.S. High Dividend ETF --
HAMILTON CHAMPIONS™ U.S. Dividend Index ETF USD --

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