HIGH-YIELD FUND Value At Risk
| ABHIX Fund | | | USD 5.09 -0.02 -0.39% |
The Value At Risk calculation for HIGH-YIELD FUND draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Data availability for the calculation period determines indicator completeness. Use
Trending Equities to better understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. This reflects a position in High Yield Fund Investor. This is situated within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
High Yield Fund Investor has current Value At Risk of
-0.39. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -0.39 | |
| ER[a] | = | Expected return on investing in HIGH-YIELD FUND |
| STD | = | Standard Deviation of HIGH-YIELD FUND |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
High Yield Fund Investor is rated
second in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare HIGH-YIELD FUND to Peers
Other Technical Indicators