Chartwell Short Value At Risk
| CWFAX Fund | | | USD 9.52 -0.02 -0.21% |
The Value At Risk indicator for Chartwell Short is constructed from normalized market data. Related indicator context is organized within
Equity Screeners. Portfolio design and allocation context appear in
Trending Equities. The view supports a broader understanding of portfolio structure. The holding in Chartwell Short Duration represents an allocation. The weighting is determined by the allocation framework in use. 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.
Chartwell Short Duration has current Value At Risk of
-0.21. 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)) |
| = | -0.21 | |
| ER[a] | = | Expected return on investing in Chartwell Short |
| STD | = | Standard Deviation of Chartwell Short |
| 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
Chartwell Short Duration 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 Chartwell Short to Peers
Other Technical Indicators