Dodge Cox Value At Risk
| DOXLX Fund | | | USD 11.17 -0.10 -0.89% |
The Value At Risk calculation for Dodge Cox 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.
Investing Opportunities provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Diversification analysis considers the interaction of positions within a portfolio. This view summarizes available data without implying outcomes. This includes a position in Dodge Cox Global. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. 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 state.
Dodge Cox Global has current Value At Risk of
-0.53. 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)) |
| = | -0.53 | |
| ER[a] | = | Expected return on investing in Dodge Cox |
| STD | = | Standard Deviation of Dodge Cox |
| 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
Dodge Cox Global is rated
third in value at risk among similar funds. It is rated
below average 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 Dodge Cox to Peers
Other Technical Indicators