AUXIER FOCUS Value At Risk
| AUXIX Fund | | | USD 34.31 -0.13 -0.38% |
The Value At Risk technical lookup provides context for Auxier Focus Fund and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Auxier Focus Fund within the portfolio mix. 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 gross domestic product.
Auxier Focus Fund has current Value At Risk of
-0.86. 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)) |
| = | -0.86 | |
| ER[a] | = | Expected return on investing in AUXIER FOCUS |
| STD | = | Standard Deviation of AUXIER FOCUS |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
AUXIER FOCUS Value At Risk Peers Comparison
AUXIER Value At Risk Relative To Other Indicators
Auxier Focus Fund is rated
below average in value at risk among similar funds. It is rated
fifth 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.