DREYFUS SHORT Value At Risk
| DMBAX Fund | | | USD 12.94 -0.03 -0.23% |
The Value At Risk calculation for DREYFUS SHORT draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator. Related screening structures are referenced through
Equity Screeners. Portfolio design and allocation context appear in
Investing Opportunities. Portfolio-level transparency adds depth to allocation analysis. Position sizing and allocation together define the portfolio construction approach. A position in Dreyfus Short Intermediate appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. 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 nation.
Dreyfus Short Intermediate has current Value At Risk of
-0.08. 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)) |
| = | -0.08 | |
| ER[a] | = | Expected return on investing in DREYFUS SHORT |
| STD | = | Standard Deviation of DREYFUS SHORT |
| 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
Dreyfus Short Intermediate is rated
second 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 DREYFUS SHORT to Peers
Other Technical Indicators