DAVIS FINANCIAL Value At Risk
| DFFCX Fund | | | USD 53.61 -0.21 -0.39% |
The Value At Risk calculation for DAVIS FINANCIAL draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Data availability for the calculation period determines indicator completeness. Additional screening context is available through
Equity Screeners. Review
Investing Opportunities for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. Allocation structure reflects how positions are distributed across the portfolio. This overview is based on available data and does not express a directional view. The allocation shows a weighting toward Davis Financial Fund. The weighting is visible within the allocation breakdown. The sizing of each position reflects the overall allocation strategy. The information is analytical in nature and is not intended as a specific recommendation. 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 discontinued.
Davis Financial Fund has current Value At Risk of
-1.76. 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)) |
| = | -1.76 | |
| ER[a] | = | Expected return on investing in DAVIS FINANCIAL |
| STD | = | Standard Deviation of DAVIS FINANCIAL |
| 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
Davis Financial Fund 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.
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