AQR RISK-BALANCED Value At Risk
| ARCNX Fund | | | USD 10.48 -0.08 -0.76% |
The Value At Risk calculation for AQR RISK-BALANCED draws on price and volume history. Each data point is derived from standardized price and volume feeds. Portfolio design and allocation context appear in
Trending Equities. The view supports a broader understanding of portfolio structure. Portfolio balance depends on how holdings are weighted relative to each other. This information is provided for contextual purposes. This includes a position in Aqr Risk Balanced Modities. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. 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.
Aqr Risk Balanced Modities has current Value At Risk of
-1.74. 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)) |
| = | -1.74 | |
| ER[a] | = | Expected return on investing in AQR RISK-BALANCED |
| STD | = | Standard Deviation of AQR RISK-BALANCED |
| 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
Aqr Risk Balanced Modities 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 AQR RISK-BALANCED to Peers
Other Technical Indicators