COHEN STEERS Value At Risk
| CSRSX Fund | | | USD 67.77 0.46 0.68% |
Historical market data for Cohen Steers Realty forms the basis of the Value At Risk indicator shown here. The indicator computation uses normalized market activity data. Review
Trending Equities for context on portfolio diversification. All values are presented as reference data. Cohen Steers Realty can be added to a watchlist or portfolio for position tracking. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence Cohen Steers Realty's mutual fund valuation — related indicators include
signals in main economic indicators.
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Cohen Steers Realty has current Value At Risk of
-1.54. 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)) |
| = | -1.54 | |
| ER[a] | = | Expected return on investing in COHEN STEERS |
| STD | = | Standard Deviation of COHEN STEERS |
| 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
Cohen Steers Realty is rated
third 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.
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