CBOE VIX March Futures Index (DISCONTINUED) (^CBVIXMARF)
28.25
+15.30
(+118.15%)
USD |
Aug 31, 16:14
CBOE VIX March Futures Index (DISCONTINUED) Monthly Value at Risk (VaR) 5% (5Y Lookback)
Monthly Value at Risk (VaR) 5% (5Y Lookback) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Monthly Value at Risk (VaR) 5% (5Y Lookback) Data
Date | Value |
---|---|
September 30, 2019 | -- |
August 31, 2019 | -- |
July 31, 2019 | -- |
June 30, 2019 | -- |
May 31, 2019 | -- |
April 30, 2019 | -- |
March 31, 2019 | -- |
February 28, 2019 | -- |
January 31, 2019 | -- |
December 31, 2018 | -- |
November 30, 2018 | -- |
October 31, 2018 | -- |
September 30, 2018 | -- |
Date | Value |
---|---|
August 31, 2018 | -- |
July 31, 2018 | -- |
June 30, 2018 | -- |
May 31, 2018 | -- |
April 30, 2018 | -- |
March 31, 2018 | -- |
February 28, 2018 | -- |
January 31, 2018 | -- |
December 31, 2017 | -- |
November 30, 2017 | -- |
October 31, 2017 | -- |
September 30, 2017 | -- |
Value At Risk (VaR) Definition
The VaR calculates the potential loss of an investment with a given time frame and confidence level.