THE BROWN Value At Risk
| BCSIX Fund | | | USD 17.85 0.02 0.11% |
Technical inputs supporting the Value At Risk indicator for The Brown Capital are shown here. The information is based on observed market data across timeframes. Coverage differences may occur across instruments and market segments. Cross-instrument Value At Risk comparisons are available via
Equity Screeners. Diversification context is available through
Trending Equities. Diversification context helps frame allocation across holdings. Diversified allocation aims to distribute exposure across multiple positions. The dataset is presented as structured reference material for independent review. A position in The Brown Capital appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. 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.
The Brown Capital has current Value At Risk of
-3.03. 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)) |
| = | -3.03 | |
| ER[a] | = | Expected return on investing in THE BROWN |
| STD | = | Standard Deviation of THE BROWN |
| 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
The Brown Capital 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 THE BROWN to Peers
Other Technical Indicators