CATALYST/PRINCETON Value At Risk
| CFRAX Fund | | | USD 9.00 -0.02 -0.22% |
The Value At Risk indicator for CATALYST/PRINCETON is constructed from normalized market data. All inputs reflect available trading data across supported markets. Review
Trending Equities for context on portfolio diversification. The diversification view provides additional analytical depth. Portfolio construction reflects how positions are combined across holdings. A position in Catalystprinceton Floating Rate appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. 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 nation.
Catalystprinceton Floating Rate has current Value At Risk of
-0.22. 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)) |
| = | -0.22 | |
| ER[a] | = | Expected return on investing in CATALYST/PRINCETON |
| STD | = | Standard Deviation of CATALYST/PRINCETON |
| 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
Catalystprinceton Floating Rate ranks first 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 CATALYST/PRINCETON to Peers
Other Technical Indicators