EValuator Moderate Value At Risk
| EVFMX Fund | | | USD 11.16 0.14 1.27% |
The Value At Risk reading for Evaluator Moderate Rms is computed from historical trading observations. Broader indicator relationships are reflected within
Equity Screeners.
Investing Opportunities provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. Evaluator Moderate Rms can be tracked within a custom portfolio for ongoing monitoring. Allocation tools help determine appropriate position sizing. Broader economic conditions can influence Evaluator Moderate Rms's mutual fund valuation — related indicators include
signals in state.
Evaluator Moderate Rms has current Value At Risk of
-1.13. 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)) |
| = | -1.13 | |
| ER[a] | = | Expected return on investing in EValuator Moderate |
| STD | = | Standard Deviation of EValuator Moderate |
| 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
Evaluator Moderate Rms is rated
fifth 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 EValuator Moderate to Peers
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