DUNHAM FLOATING Value At Risk
| DNFRX Fund | | | USD 8.31 -0.01 -0.12% |
Technical inputs supporting the Value At Risk indicator for Dunham Floating Rate are shown here. The information is based on observed market data across timeframes. Coverage differences may occur across instruments and market segments. Use
Investing Opportunities to explore diversified allocation structure. Understanding allocation structure supports portfolio context. The holding in Dunham Floating Rate represents an allocation. This is situated within the portfolio mix. The weighting is determined by the allocation framework in use. This overview is based on available data and does not express a directional 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 main economic indicators.
Dunham Floating Rate has current Value At Risk of
-0.12. 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)) |
| = | -0.12 | |
| ER[a] | = | Expected return on investing in DUNHAM FLOATING |
| STD | = | Standard Deviation of DUNHAM FLOATING |
| 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
Dunham Floating Rate 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.
Compare DUNHAM FLOATING to Peers
Other Technical Indicators