DIAMOND HILL Value At Risk
| DIAMX Fund | | | USD 29.25 -0.08 -0.27% |
Historical market data for Diamond Hill Long Short forms the basis of the Value At Risk indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods. For portfolio construction context, review
Investing Opportunities. Clearer exposure analysis supports long-term portfolio balance. Allocation decisions are shaped by the composition and weighting of holdings. All values are based on available data and provided as reference information. The portfolio reflects a holding in Diamond Hill Long Short. The position falls within the allocation 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 board of governors.
Diamond Hill Long Short has current Value At Risk of
-0.76. 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)) |
| = | -0.76 | |
| ER[a] | = | Expected return on investing in DIAMOND HILL |
| STD | = | Standard Deviation of DIAMOND HILL |
| 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
Diamond Hill Long Short ranks first 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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