EATON VANCE Value At Risk
| ETORX Fund | | | USD 7.91 0.01 0.13% |
The Value At Risk indicator for EATON VANCE is constructed from normalized market data. Related indicator context is organized within
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Investing Opportunities to explore diversified allocation structure. The overall portfolio profile is shaped by the distribution of its holdings. Tracking Eaton Vance Oregon in a portfolio helps measure its contribution to overall performance. Position sizing depends on the allocation methodology selected for the portfolio. Broader economic conditions can influence Eaton Vance Oregon's mutual fund valuation — related indicators include
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Eaton Vance Oregon has current Value At Risk of
-0.38. 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)) |
| = | -0.38 | |
| ER[a] | = | Expected return on investing in EATON VANCE |
| STD | = | Standard Deviation of EATON VANCE |
| 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
Eaton Vance Oregon is rated
fourth 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.
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