Dreyfus High Value At Risk
| DHYAX Fund | | | USD 10.72 -0.01 -0.09% |
Dreyfus High value at risk lookup summarizes this and related technical indicators for Dreyfus High Yield. Coverage varies by data normalization and availability; see
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Dreyfus High Yield has current Value At Risk of
-0.19. 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)) |
| = | -0.19 | |
| ER[a] | = | Expected return on investing in Dreyfus High |
| STD | = | Standard Deviation of Dreyfus High |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Dreyfus High Value At Risk Peers Comparison
Dreyfus Value At Risk Relative To Other Indicators
Dreyfus High Yield currently holds the
# 2 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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