Acclivity Small Value At Risk
| AXVIX Fund | | | USD 18.88 -0.21 -1.10% |
Observed values used in the Value At Risk indicator for Acclivity Small Cap are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners. Use
Trending Equities to explore diversified allocation structure. Understanding allocation structure supports portfolio context. The overall portfolio profile is shaped by the distribution of its holdings. All figures are presented for informational review and are not prescriptive. This suggests a position in Acclivity Small Cap. The position sits inside the allocation mix. Position sizing reflects the allocation methodology applied to the portfolio. The data shown is informational and should not be interpreted as guidance. 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.
Acclivity Small Cap has current Value At Risk of
-1.56. 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)) |
| = | -1.56 | |
| ER[a] | = | Expected return on investing in Acclivity Small |
| STD | = | Standard Deviation of Acclivity Small |
| 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
Acclivity Small Cap 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 Acclivity Small to Peers
Other Technical Indicators