Calvert Developed Value At Risk
| CDHIX Fund | | | USD 38.35 0.96 2.57% |
The Value At Risk profile for Calvert Developed Market is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods.
Trending Equities provides a view into diversified allocation design. This view summarizes available data without implying outcomes. Adding Calvert Developed Market to a portfolio enables side-by-side comparison with other holdings. The dataset reflects available inputs without directional implication. Broader economic conditions can influence Calvert Developed Market's mutual fund valuation — related indicators include
signals in gross domestic product.
Calvert Developed Market has current Value At Risk of
-1.88. 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)) |
| = | -1.88 | |
| ER[a] | = | Expected return on investing in Calvert Developed |
| STD | = | Standard Deviation of Calvert Developed |
| 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
Calvert Developed Market 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 Calvert Developed to Peers
Other Technical Indicators