Clarion Partners Value At Risk
| CPRTX Fund | | | USD 11.33 0.01 0.09% |
This module presents the Value At Risk indicator for Clarion Partners Real using available market inputs. Exchange-specific data schedules may affect the recency of readings.
Trending Equities provides context for diversified portfolio construction. The portfolio structure determines how individual positions contribute to the whole. Clarion Partners Real can be tracked within a custom portfolio for ongoing monitoring. Allocation tools help determine appropriate position sizing. Broader economic conditions can influence Clarion Partners Real's mutual fund valuation — related indicators include
signals in population.
Clarion Partners Real has current Value At Risk of 0. 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 | |
| ER[a] | = | Expected return on investing in Clarion Partners |
| STD | = | Standard Deviation of Clarion Partners |
| 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
Clarion Partners Real 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 Clarion Partners to Peers
Other Technical Indicators