Russell Inv Canadian Dividend Class Series F (FRC2093)

14.05 +0.05 (+0.33%) CAD  |  Dec 24 2024
More

FRC2093 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
View Monthly Value at Risk (VaR) 5% (5Y Lookback) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Value At Risk (VaR) Definition

View Value At Risk (VaR) Definition
Start Trial

The VaR calculates the potential loss of an investment with a given time frame and confidence level.

Read full definition.

Monthly Value at Risk (VaR) 5% (5Y Lookback) Range, Past 5 Years

View Monthly Value at Risk (VaR) 5% (5Y Lookback) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

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

View Monthly Value at Risk (VaR) 5% (5Y Lookback) Benchmarks
Start Trial
CI Canadian Dividend Corporate Class EFT8 Upgrade
Fidelity Dividend Fund Series F8 Upgrade
IA Clarington Strategic Equity Income Series FX6 Upgrade
Renaissance Canadian Dividend Class F Upgrade
IA Clarington Strategic Equity Income Class Sr F6 Upgrade

Monthly Value at Risk (VaR) 5% (5Y Lookback) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade

Monthly Value at Risk (VaR) 5% (5Y Lookback) Excel Add-In Codes

View Monthly Value at Risk (VaR) 5% (5Y Lookback) Excel Add-In Codes
Start Trial
Metric Code: historical_monthly_var_5_5y
Latest Data Point: =YCP("M:FRC2093.TO", "historical_monthly_var_5_5y")
Last 5 Data Points: =YCS("M:FRC2093.TO", "historical_monthly_var_5_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.