COLUMBIA SMALL Value At Risk
| CSVYX Fund | | | USD 51.13 -0.90 -1.73% |
Historical market data for Columbia Small Cap forms the basis of the Value At Risk indicator shown here. The indicator computation uses normalized market activity data. Portfolio design and allocation context appear in
Trending Equities. Portfolio balance depends on how holdings are weighted relative to each other. The allocation shows a weighting toward Columbia Small Cap. The position is captured in the allocation summary. 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 private.
Columbia Small Cap has current Value At Risk of
-1.73. 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)) |
| = | -1.73 | |
| ER[a] | = | Expected return on investing in COLUMBIA SMALL |
| STD | = | Standard Deviation of COLUMBIA SMALL |
| 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
Columbia Small Cap 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 COLUMBIA SMALL to Peers
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