DRIEHAUS EVENT Value At Risk
| DEVDX Fund | | | USD 11.29 0.01 0.09% |
The Value At Risk calculation for DRIEHAUS EVENT draws on price and volume history. Related screening structures are referenced through
Equity Screeners.
Investing Opportunities provides context for diversified portfolio construction. The overall portfolio profile is shaped by the distribution of its holdings. Monitoring Driehaus Event Driven within a portfolio highlights how it interacts with other holdings. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence Driehaus Event Driven's mutual fund valuation — related indicators include
signals in unemployment.
Driehaus Event Driven has current Value At Risk of
-0.44. 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)) |
| = | -0.44 | |
| ER[a] | = | Expected return on investing in DRIEHAUS EVENT |
| STD | = | Standard Deviation of DRIEHAUS EVENT |
| 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
Driehaus Event Driven 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 DRIEHAUS EVENT to Peers
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