DFA INTERNATIONAL Value At Risk
| DISVX Fund | | | USD 30.74 -0.82 -2.60% |
The Value At Risk reading for Dfa International Small is computed from historical trading observations. Values reflect historical observations within the available dataset. Normalization methods and data feeds may affect reported values.
Investing Opportunities provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. The portfolio structure determines how individual positions contribute to the whole. This dataset reflects observed data and is not advisory in nature. This suggests a position in Dfa International Small. This appears 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.
Dfa International Small has current Value At Risk of
-2.16. 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)) |
| = | -2.16 | |
| ER[a] | = | Expected return on investing in DFA INTERNATIONAL |
| STD | = | Standard Deviation of DFA INTERNATIONAL |
| 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
Dfa International Small 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.
Compare DFA INTERNATIONAL to Peers
Other Technical Indicators