Shelton Emerging Value At Risk
| EMSLX Fund | | | USD 19.90 -0.23 -1.14% |
The Value At Risk indicator for Shelton Emerging Markets is derived from observed market data. The dataset is based on observed market activity where data is available. For portfolio construction context, review
Investing Opportunities. Diversification context helps frame allocation across holdings. The construction of a diversified portfolio involves managing position exposure. The allocation includes a position in Shelton Emerging Markets. It is distributed across the allocation. The weighting is determined by the allocation framework in use. The data shown is informational and should not be interpreted as guidance. 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 board of governors.
Shelton Emerging Markets has current Value At Risk of
-1.99. 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)) |
| = | -1.99 | |
| ER[a] | = | Expected return on investing in Shelton Emerging |
| STD | = | Standard Deviation of Shelton Emerging |
| 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
Shelton Emerging Markets 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 Shelton Emerging to Peers
Other Technical Indicators