ARTISAN INTERNATIONAL Value At Risk
| ARTKX Fund | | | USD 53.11 -0.50 -0.93% |
The Value At Risk indicator for Artisan International Value is derived from observed market data. The dataset is based on observed market activity where data is available. Diversification context is available through
Trending Equities. Allocation context can improve visibility into portfolio balance. Diversification context is built from the relationships between portfolio holdings. A position in Artisan International Value is indicated here. It is reflected in the overall portfolio structure. Position weights are derived from the portfolio construction methodology. This overview is based on available data and does not express a directional 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 industry.
Artisan International Value has current Value At Risk of
-1.43. 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)) |
| = | -1.43 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Artisan International Value is rated
fourth 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 INTERNATIONAL to Peers
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