S&P/BNY Mellon China Select ADR Index Net Total Return CAD (^SPBNNSADNC)

5689.59 -141.96 (-2.43%) CAD  |  Dec 15, 16:49
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S&P/BNY Mellon China Select ADR Index Net Total Return CAD Monthly Value at Risk (VaR) 5% (Since Inception)

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

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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