GLOBAL REAL Value At Risk
| ARYVX Fund | | | USD 13.55 -0.04 -0.29% |
This module presents the Value At Risk indicator for Global Real Estate using available market inputs. The underlying data comes from exchange-reported trading records. Review
Trending Equities to understand diversified portfolio construction. All figures are based on reported data and are informational in nature. Adding Global Real Estate to a portfolio enables side-by-side comparison with other holdings. The allocation framework in use shapes how individual positions are weighted. Broader economic conditions can influence Global Real Estate's mutual fund valuation — related indicators include
signals in persons.
Global Real Estate has current Value At Risk of
-1.15. 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)) |
| = | -1.15 | |
| ER[a] | = | Expected return on investing in GLOBAL REAL |
| STD | = | Standard Deviation of GLOBAL REAL |
| 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
Global Real Estate is rated
fifth 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 GLOBAL REAL to Peers
Other Technical Indicators