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Value at risk (VAR)
Value at risk is a measure of the maximum loss expected on an investment. For example, a 2% value at risk of a £3 million investment means that there is a 2% chance that a portfolio will lose £3 million in a given year.
Value at risk is a measure of the maximum loss expected on an investment. For example, a 2% value at risk of a £3 million investment means that there is a 2% chance that a portfolio will lose £3 million in a given year.