S&P 500 Oil, Gas & Consumable Fuels (Industry) (^SPXOGCF)

776.42 -5.92 (-0.76%) USD  |  Dec 15, 16:42
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S&P 500 Oil, Gas & Consumable Fuels (Industry) Monthly Value at Risk (VaR) 5% (Since Inception)

Monthly Value at Risk (VaR) 5% (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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% (Since Inception) Range, Past 5 Years

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Monthly Value at Risk (VaR) 5% (Since Inception) Related Metrics

Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade