American Funds New Economy Fund F2 (NEFFX)

79.03 +0.11 (+0.14%) USD  |  Dec 04 2025
More

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

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

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Monthly Value at Risk (VaR) 5% (Since Inception) 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% (Since Inception) Range, Past 5 Years

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

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

View Monthly Value at Risk (VaR) 5% (Since Inception) Benchmarks
Start Trial
American Funds New Perspective Fund F1 Upgrade
Janus Henderson Global Research Fund T Upgrade
MassMutual Global Fund Administrative Upgrade
Gabelli Global Growth Fund AAA Upgrade
Morgan Stanley Institutional Global Oppty Port L Upgrade

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

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
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

Monthly Value at Risk (VaR) 5% (Since Inception) Excel Add-In Codes

View Monthly Value at Risk (VaR) 5% (Since Inception) Excel Add-In Codes
Start Trial
Metric Code: historical_monthly_var_5_all
Latest Data Point: =YCP("M:NEFFX", "historical_monthly_var_5_all")
Last 5 Data Points: =YCS("M:NEFFX", "historical_monthly_var_5_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.