State Street SPDR S&P Metals & Mining ETF (XME)

102.14 -2.74 (-2.61%) USD  |  NYSEARCA  |  Dec 12, 16:00
102.30 +0.16 (+0.16%) After-Hours: 20:00
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XME 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 XME.
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Sep '18
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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
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
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Max Drawdown (10Y) Upgrade