SGI Dynamic Value At Risk
| DYTA Etf | | | 28.37 -0.06 -0.21% |
The Value At Risk signal for SGI Dynamic Tactical reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals.
Investing Opportunities frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The portfolio structure determines how individual positions contribute to the whole. All figures are based on reported data and are informational in nature. This reflects a position in SGI Dynamic Tactical. This is situated within the portfolio mix. The allocation framework shapes how individual positions are weighted. This content does not constitute investment advice or a recommendation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in real.
SGI Dynamic Tactical has current Value At Risk of
-1.59. 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)) |
| = | -1.59 | |
| ER[a] | = | Expected return on investing in SGI Dynamic |
| STD | = | Standard Deviation of SGI Dynamic |
| 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
SGI Dynamic Tactical is rated
below average in value at risk compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs .
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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