Artisan Select Value At Risk
| APDNX Fund | | | USD 18.75 -0.09 -0.48% |
The Value At Risk calculation for Artisan Select draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Portfolio design and allocation context appear in
Trending Equities. Portfolio-level transparency adds depth to allocation analysis. A position in Artisan Select Equity appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. This summary reflects available observations without forecasting intent. 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 inflation.
Artisan Select Equity has current Value At Risk of
-1.76. 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)) |
| = | -1.76 | |
| ER[a] | = | Expected return on investing in Artisan Select |
| STD | = | Standard Deviation of Artisan Select |
| 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
Artisan Select Equity is rated
below average 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 Artisan Select to Peers
Other Technical Indicators