American Century Value At Risk
| ARHVX Fund | | | USD 13.46 -0.05 -0.37% |
The Value At Risk reading for American Century Investments is computed from historical trading observations. Broader indicator relationships are reflected within
Equity Screeners.
Trending Equities provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Adding American Century Investments to a portfolio enables side-by-side comparison with other holdings. Allocation models determine the relative weighting of each position in the portfolio. Broader economic conditions can influence American Century Investments's mutual fund valuation — related indicators include
signals in persons.
American Century Investments has current Value At Risk of
-1.49. 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)) |
| = | -1.49 | |
| ER[a] | = | Expected return on investing in American Century |
| STD | = | Standard Deviation of American Century |
| 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
American Century Investments is rated
third 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.
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