World Ex Value At Risk
| DFWVX Fund | | | USD 18.35 0.10 0.55% |
The Value At Risk lookup presents technical context for World Ex Val and related instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. World Ex has P/E of 12.39.
Investing Opportunities can help frame allocation decisions. The allocation includes a position in World Ex Val in the portfolio view. 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 manufacturing.
World Ex Val has current Value At Risk of
-1.28. 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)) |
| = | -1.28 | |
| ER[a] | = | Expected return on investing in World Ex |
| STD | = | Standard Deviation of World Ex |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
World Ex Value At Risk Peers Comparison
World Value At Risk Relative To Other Indicators
World Ex Val currently holds the
# 3 position 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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