ANGEL OAK Value At Risk
| ANGCX Fund | | | USD 8.66 -0.01 -0.12% |
The Value At Risk profile for Angel Oak Multi Strategy is based on historical price and volume observations. All inputs reflect available trading data across supported markets.
Trending Equities provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. A position in Angel Oak Multi Strategy is indicated here. It is reflected in the overall portfolio structure. Position weights are derived from the portfolio construction methodology. 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 median.
Angel Oak Multi Strategy has current Value At Risk of
-0.12. 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)) |
| = | -0.12 | |
| ER[a] | = | Expected return on investing in ANGEL OAK |
| STD | = | Standard Deviation of ANGEL OAK |
| 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
Angel Oak Multi Strategy ranks first 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 ANGEL OAK to Peers
Other Technical Indicators