Calvert Conservative Value At Risk
| CFAIX Fund | | | USD 18.53 -0.20 -1.07% |
The Value At Risk profile for Calvert Conservative Allocation is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Portfolio design and allocation context appear in
Trending Equities. The view supports a broader understanding of portfolio structure. Portfolio balance depends on how holdings are weighted relative to each other. The data shown is informational and should not be interpreted as guidance. The allocation includes a position in Calvert Conservative Allocation. The position falls within the allocation view. The sizing of each position reflects the overall allocation strategy. 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.
Calvert Conservative Allocation has current Value At Risk of
-0.74. 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)) |
| = | -0.74 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Calvert Conservative Allocation is rated
second 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 Conservative to Peers
Other Technical Indicators