Artisan Value Value At Risk
| APDWX Fund | | | USD 11.54 -0.12 -1.03% |
The Value At Risk lookup presents technical context for Artisan Value Income and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access.
Trending Equities provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The allocation includes a position in Artisan Value Income within the allocation view. 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 persons.
Artisan Value Income has current Value At Risk of
-1.04. 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)) |
| = | -1.04 | |
| ER[a] | = | Expected return on investing in Artisan Value |
| STD | = | Standard Deviation of Artisan Value |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Artisan Value Value At Risk Peers Comparison
Artisan Value At Risk Relative To Other Indicators
Artisan Value Income is rated
second among mutual funds 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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.